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 | 0.96% | 3.09 CHF | 3.12 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 31'241 CHF | 31'541 CHF | 100.00% | 100.00% |
02.12.2024 | 0.94% | 3.12 CHF | 3.15 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 31'800 CHF | 32'100 CHF | 100.00% | 100.00% |
29.11.2024 | 0.95% | 3.15 CHF | 3.18 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 31'515 CHF | 31'815 CHF | 100.00% | 100.00% |
28.11.2024 | 0.98% | 3.11 CHF | 3.14 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 30'383 CHF | 30'683 CHF | 100.00% | 100.00% |
27.11.2024 | 0.94% | 3.12 CHF | 3.15 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 31'602 CHF | 31'902 CHF | 100.00% | 100.00% |
26.11.2024 | 0.93% | 3.15 CHF | 3.18 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 31'947 CHF | 32'247 CHF | 94.74% | 94.74% |
25.11.2024 | 0.95% | 3.19 CHF | 3.22 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 31'384 CHF | 31'684 CHF | 100.00% | 100.00% |
22.11.2024 | 0.94% | 3.12 CHF | 3.15 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 31'791 CHF | 32'091 CHF | 100.00% | 100.00% |
20.11.2024 | 0.88% | 3.39 CHF | 3.42 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 33'816 CHF | 34'116 CHF | 99.97% | 99.97% |
19.11.2024 | 0.92% | 3.33 CHF | 3.36 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 32'362 CHF | 32'662 CHF | 99.83% | 99.83% |