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 | 0.30% | 80.48 CHF | 80.72 CHF | 5'500 | 5'500 | 5'496 | 5'496 | 441'848 CHF | 443'184 CHF | 100.00% | 100.00% |
02.12.2024 | 0.30% | 80.08 CHF | 80.32 CHF | 5'500 | 5'500 | 5'507 | 5'507 | 440'946 CHF | 442'285 CHF | 100.00% | 100.00% |
29.11.2024 | 0.50% | 79.40 CHF | 79.80 CHF | 5'600 | 5'600 | 5'600 | 5'599 | 443'369 CHF | 445'556 CHF | 100.00% | 100.00% |
28.11.2024 | 0.50% | 79.20 CHF | 79.60 CHF | 5'600 | 5'600 | 5'600 | 5'511 | 442'969 CHF | 438'115 CHF | 100.00% | 100.00% |
27.11.2024 | 0.31% | 78.88 CHF | 79.12 CHF | 5'600 | 5'600 | 5'676 | 5'676 | 446'725 CHF | 448'105 CHF | 100.00% | 100.00% |
26.11.2024 | 0.31% | 78.68 CHF | 78.92 CHF | 5'700 | 5'700 | 5'615 | 5'615 | 444'323 CHF | 445'687 CHF | 100.00% | 100.00% |
25.11.2024 | 0.50% | 79.60 CHF | 80.00 CHF | 5'500 | 5'500 | 5'500 | 5'500 | 438'848 CHF | 441'048 CHF | 100.00% | 100.00% |