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 | 0.34% | 2.92 CHF | 2.93 CHF | 48'000 | 48'000 | 48'157 | 48'157 | 141'976 CHF | 142'458 CHF | 100.00% | 100.00% |
02.12.2024 | 0.32% | 3.06 CHF | 3.07 CHF | 49'000 | 49'000 | 49'969 | 49'969 | 157'602 CHF | 158'101 CHF | 100.00% | 100.00% |
29.11.2024 | 0.31% | 3.07 CHF | 3.08 CHF | 49'000 | 49'000 | 49'910 | 49'910 | 160'418 CHF | 160'917 CHF | 100.00% | 100.00% |
28.11.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 50'000 | 50'000 | 49'990 | 49'990 | 158'718 CHF | 159'218 CHF | 98.70% | 98.70% |
27.11.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 169'695 CHF | 170'205 CHF | 100.00% | 100.00% |
26.11.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 50'000 | 50'000 | 50'006 | 50'006 | 161'411 CHF | 161'912 CHF | 100.00% | 100.00% |
25.11.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 50'000 | 50'000 | 49'889 | 49'889 | 157'252 CHF | 157'751 CHF | 100.00% | 100.00% |
22.11.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 50'000 | 50'000 | 50'464 | 50'464 | 164'063 CHF | 164'567 CHF | 100.00% | 100.00% |
20.11.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 104'000 | 104'000 | 102'739 | 102'739 | 350'673 CHF | 351'701 CHF | 100.00% | 100.00% |
19.11.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 103'000 | 103'000 | 102'765 | 102'765 | 349'223 CHF | 350'250 CHF | 100.00% | 100.00% |