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 | 0.29% | 41.11 CHF | 41.23 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 618'947 CHF | 620'773 CHF | 100.00% | 100.00% |
02.12.2024 | 0.32% | 39.52 CHF | 39.64 CHF | 15'000 | 15'000 | 14'964 | 14'964 | 572'546 CHF | 574'344 CHF | 100.00% | 100.00% |
29.11.2024 | 0.31% | 37.96 CHF | 38.07 CHF | 20'000 | 20'000 | 19'948 | 19'948 | 718'826 CHF | 721'023 CHF | 100.00% | 100.00% |
28.11.2024 | 0.30% | 35.90 CHF | 36.01 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 722'672 CHF | 724'872 CHF | 100.00% | 100.00% |
27.11.2024 | 0.32% | 34.75 CHF | 34.86 CHF | 20'000 | 20'000 | 19'956 | 19'956 | 687'100 CHF | 689'298 CHF | 100.00% | 100.00% |
26.11.2024 | 0.33% | 36.03 CHF | 36.15 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 548'931 CHF | 550'731 CHF | 100.00% | 100.00% |
25.11.2024 | 0.31% | 38.20 CHF | 38.32 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 573'295 CHF | 575'095 CHF | 100.00% | 100.00% |
22.11.2024 | 0.31% | 37.16 CHF | 37.27 CHF | 20'000 | 20'000 | 19'897 | 19'897 | 717'714 CHF | 719'909 CHF | 98.14% | 98.14% |
20.11.2024 | 0.30% | 34.88 CHF | 34.99 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 727'369 CHF | 729'569 CHF | 100.00% | 100.00% |
19.11.2024 | 0.34% | 35.33 CHF | 35.45 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 524'427 CHF | 526'227 CHF | 100.00% | 100.00% |