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 | 0.42% | 2.37 CHF | 2.38 CHF | 48'000 | 48'000 | 48'157 | 48'157 | 115'147 CHF | 115'629 CHF | 100.00% | 100.00% |
02.12.2024 | 0.38% | 2.51 CHF | 2.52 CHF | 49'000 | 49'000 | 49'969 | 49'969 | 129'757 CHF | 130'257 CHF | 100.00% | 100.00% |
29.11.2024 | 0.38% | 2.51 CHF | 2.52 CHF | 49'000 | 49'000 | 49'911 | 49'911 | 132'608 CHF | 133'107 CHF | 100.00% | 100.00% |
28.11.2024 | 0.38% | 2.70 CHF | 2.71 CHF | 50'000 | 50'000 | 49'990 | 49'990 | 130'823 CHF | 131'323 CHF | 98.70% | 98.70% |
27.11.2024 | 0.36% | 2.82 CHF | 2.83 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 141'308 CHF | 141'818 CHF | 100.00% | 100.00% |
26.11.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 50'000 | 50'000 | 50'006 | 50'006 | 133'553 CHF | 134'053 CHF | 99.99% | 99.99% |
25.11.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 50'000 | 50'000 | 49'888 | 49'888 | 129'408 CHF | 129'908 CHF | 100.00% | 100.00% |
22.11.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 50'000 | 50'000 | 50'465 | 50'465 | 136'027 CHF | 136'532 CHF | 100.00% | 100.00% |
20.11.2024 | 0.35% | 2.92 CHF | 2.93 CHF | 104'000 | 104'000 | 102'740 | 102'740 | 293'234 CHF | 294'261 CHF | 100.00% | 100.00% |
19.11.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 103'000 | 103'000 | 102'765 | 102'765 | 291'798 CHF | 292'825 CHF | 100.00% | 100.00% |