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 | 0.22% | 7.80 CHF | 7.82 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 76'899 CHF | 77'068 CHF | 100.00% | 100.00% |
02.12.2024 | 0.24% | 7.13 CHF | 7.14 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 67'371 CHF | 67'533 CHF | 100.00% | 100.00% |
29.11.2024 | 0.24% | 7.13 CHF | 7.14 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 65'035 CHF | 65'188 CHF | 100.00% | 100.00% |
28.11.2024 | 0.21% | 6.37 CHF | 6.39 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 66'909 CHF | 67'051 CHF | 99.99% | 99.99% |
27.11.2024 | 0.27% | 5.88 CHF | 5.90 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 60'489 CHF | 60'652 CHF | 100.00% | 100.00% |
26.11.2024 | 0.27% | 6.32 CHF | 6.33 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 65'185 CHF | 65'362 CHF | 100.00% | 100.00% |
25.11.2024 | 0.25% | 6.88 CHF | 6.90 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 68'990 CHF | 69'160 CHF | 100.00% | 100.00% |
22.11.2024 | 0.25% | 6.48 CHF | 6.50 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 63'850 CHF | 64'012 CHF | 99.24% | 99.28% |
20.11.2024 | 0.27% | 5.57 CHF | 5.59 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 58'783 CHF | 58'941 CHF | 100.00% | 100.00% |
19.11.2024 | 0.27% | 5.82 CHF | 5.83 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 59'265 CHF | 59'425 CHF | 100.00% | 100.00% |