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 | 0.45% | 2.18 CHF | 2.19 CHF | 48'000 | 48'000 | 48'157 | 48'157 | 106'211 CHF | 106'692 CHF | 100.00% | 100.00% |
02.12.2024 | 0.41% | 2.32 CHF | 2.33 CHF | 49'000 | 49'000 | 49'969 | 49'969 | 120'476 CHF | 120'976 CHF | 100.00% | 100.00% |
29.11.2024 | 0.40% | 2.33 CHF | 2.34 CHF | 49'000 | 49'000 | 49'911 | 49'911 | 123'353 CHF | 123'852 CHF | 100.00% | 100.00% |
28.11.2024 | 0.41% | 2.51 CHF | 2.52 CHF | 50'000 | 50'000 | 49'990 | 49'990 | 121'546 CHF | 122'045 CHF | 98.70% | 98.70% |
27.11.2024 | 0.39% | 2.63 CHF | 2.64 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 131'856 CHF | 132'366 CHF | 100.00% | 100.00% |
26.11.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 50'000 | 50'000 | 50'006 | 50'006 | 124'251 CHF | 124'751 CHF | 100.00% | 100.00% |
25.11.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 50'000 | 50'000 | 49'888 | 49'888 | 120'104 CHF | 120'604 CHF | 100.00% | 100.00% |
22.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 50'000 | 50'000 | 50'465 | 50'465 | 126'685 CHF | 127'189 CHF | 100.00% | 100.00% |
20.11.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 104'000 | 104'000 | 102'740 | 102'740 | 274'083 CHF | 275'110 CHF | 100.00% | 100.00% |
19.11.2024 | 0.38% | 2.68 CHF | 2.69 CHF | 103'000 | 103'000 | 102'765 | 102'765 | 272'664 CHF | 273'691 CHF | 100.00% | 100.00% |