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 | 0.20% | 24.70 CHF | 24.75 CHF | 25'000 | 25'000 | 24'727 | 24'727 | 611'956 CHF | 613'194 CHF | 85.99% | 85.99% |
02.12.2024 | 0.20% | 24.80 CHF | 24.85 CHF | 25'000 | 25'000 | 24'766 | 24'765 | 612'510 CHF | 613'745 CHF | 100.00% | 100.00% |
29.11.2024 | 0.21% | 24.75 CHF | 24.80 CHF | 25'000 | 25'000 | 24'766 | 24'766 | 609'529 CHF | 610'768 CHF | 100.00% | 100.00% |
28.11.2024 | 0.21% | 24.60 CHF | 24.65 CHF | 25'000 | 25'000 | 24'766 | 24'766 | 607'687 CHF | 608'926 CHF | 100.00% | 100.00% |
27.11.2024 | 0.21% | 24.45 CHF | 24.50 CHF | 25'000 | 25'000 | 24'766 | 24'766 | 605'097 CHF | 606'337 CHF | 100.00% | 100.00% |
26.11.2024 | 0.21% | 24.40 CHF | 24.45 CHF | 25'000 | 25'000 | 24'766 | 24'766 | 603'683 CHF | 604'921 CHF | 100.00% | 100.00% |
25.11.2024 | 0.21% | 24.55 CHF | 24.60 CHF | 25'000 | 25'000 | 24'766 | 24'766 | 607'954 CHF | 609'194 CHF | 100.00% | 100.00% |
22.11.2024 | 0.20% | 24.65 CHF | 24.70 CHF | 25'000 | 25'000 | 24'766 | 24'765 | 609'897 CHF | 611'133 CHF | 100.00% | 100.00% |
20.11.2024 | 0.21% | 24.15 CHF | 24.20 CHF | 25'000 | 25'000 | 24'766 | 24'765 | 602'097 CHF | 603'333 CHF | 100.00% | 100.00% |
19.11.2024 | 0.21% | 24.25 CHF | 24.30 CHF | 25'000 | 25'000 | 24'766 | 24'765 | 600'952 CHF | 602'187 CHF | 100.00% | 100.00% |