Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 48'000 | 48'000 | 48'158 | 48'158 | 133'031 CHF | 133'513 CHF | 100.00% | 100.00% |
02.12.2024 | 0.34% | 2.88 CHF | 2.89 CHF | 49'000 | 49'000 | 49'969 | 49'969 | 148'323 CHF | 148'823 CHF | 100.00% | 100.00% |
29.11.2024 | 0.33% | 2.88 CHF | 2.89 CHF | 49'000 | 49'000 | 49'910 | 49'910 | 151'138 CHF | 151'637 CHF | 100.00% | 100.00% |
28.11.2024 | 0.33% | 3.07 CHF | 3.08 CHF | 50'000 | 50'000 | 49'990 | 49'990 | 149'408 CHF | 149'908 CHF | 98.70% | 98.70% |
27.11.2024 | 0.32% | 3.19 CHF | 3.20 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 160'234 CHF | 160'744 CHF | 100.00% | 100.00% |
26.11.2024 | 0.33% | 3.08 CHF | 3.09 CHF | 50'000 | 50'000 | 50'006 | 50'006 | 152'136 CHF | 152'636 CHF | 99.99% | 99.99% |
25.11.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 50'000 | 50'000 | 49'888 | 49'888 | 147'957 CHF | 148'456 CHF | 100.00% | 100.00% |
22.11.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 50'000 | 50'000 | 50'465 | 50'465 | 154'720 CHF | 155'224 CHF | 100.00% | 100.00% |
20.11.2024 | 0.31% | 3.29 CHF | 3.30 CHF | 104'000 | 104'000 | 102'740 | 102'740 | 331'522 CHF | 332'549 CHF | 100.00% | 100.00% |
19.11.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 103'000 | 103'000 | 102'766 | 102'766 | 330'070 CHF | 331'097 CHF | 100.00% | 100.00% |