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 | 0.07% | 14.35 CHF | 14.36 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 4'316'870 CHF | 4'319'870 CHF | 100.00% | 100.00% |
02.12.2024 | 0.07% | 14.39 CHF | 14.40 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 4'301'800 CHF | 4'304'800 CHF | 100.00% | 100.00% |
29.11.2024 | 0.07% | 14.23 CHF | 14.24 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 4'240'680 CHF | 4'243'680 CHF | 100.00% | 100.00% |
28.11.2024 | 0.07% | 14.12 CHF | 14.13 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 4'230'110 CHF | 4'233'110 CHF | 100.00% | 100.00% |
27.11.2024 | 0.07% | 13.97 CHF | 13.98 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 4'190'730 CHF | 4'193'730 CHF | 100.00% | 100.00% |
26.11.2024 | 0.07% | 13.98 CHF | 13.99 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 4'205'490 CHF | 4'208'490 CHF | 100.00% | 100.00% |
25.11.2024 | 0.07% | 14.12 CHF | 14.13 CHF | 300'000 | 300'000 | 299'778 | 299'778 | 4'239'250 CHF | 4'242'250 CHF | 100.00% | 100.00% |
22.11.2024 | 0.07% | 14.18 CHF | 14.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 4'233'550 CHF | 4'236'550 CHF | 99.97% | 99.97% |
20.11.2024 | 0.07% | 13.79 CHF | 13.80 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 4'173'470 CHF | 4'176'470 CHF | 100.00% | 100.00% |
19.11.2024 | 0.07% | 13.78 CHF | 13.79 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 4'135'190 CHF | 4'138'190 CHF | 99.98% | 99.98% |