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 | 0.40% | 14.87 CHF | 14.93 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 522'828 CHF | 524'928 CHF | 100.00% | 100.00% |
02.12.2024 | 0.45% | 14.13 CHF | 14.19 CHF | 40'000 | 40'000 | 39'909 | 39'909 | 539'758 CHF | 542'155 CHF | 100.00% | 100.00% |
29.11.2024 | 0.40% | 13.39 CHF | 13.44 CHF | 40'000 | 40'000 | 39'890 | 39'890 | 498'728 CHF | 500'726 CHF | 100.00% | 100.00% |
28.11.2024 | 0.40% | 12.43 CHF | 12.48 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 563'950 CHF | 566'200 CHF | 100.00% | 100.00% |
27.11.2024 | 0.43% | 11.91 CHF | 11.96 CHF | 40'000 | 40'000 | 39'902 | 39'902 | 469'709 CHF | 471'707 CHF | 100.00% | 100.00% |
26.11.2024 | 0.47% | 12.50 CHF | 12.56 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 510'854 CHF | 513'254 CHF | 100.00% | 100.00% |
25.11.2024 | 0.44% | 13.54 CHF | 13.60 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 540'995 CHF | 543'395 CHF | 100.00% | 100.00% |
22.11.2024 | 0.40% | 13.05 CHF | 13.10 CHF | 40'000 | 40'000 | 39'803 | 39'803 | 499'815 CHF | 501'815 CHF | 98.12% | 98.12% |
20.11.2024 | 0.39% | 12.00 CHF | 12.05 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 507'040 CHF | 509'040 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 12.19 CHF | 12.25 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 480'883 CHF | 483'283 CHF | 100.00% | 100.00% |