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 | 0.21% | 4.81 CHF | 4.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 120'304 CHF | 120'554 CHF | 100.00% | 100.00% |
02.12.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 120'867 CHF | 121'117 CHF | 100.00% | 100.00% |
29.11.2024 | 0.21% | 4.82 CHF | 4.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 120'133 CHF | 120'383 CHF | 100.00% | 100.00% |
28.11.2024 | 0.21% | 4.85 CHF | 4.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 121'572 CHF | 121'822 CHF | 100.00% | 100.00% |
27.11.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 121'234 CHF | 121'484 CHF | 100.00% | 100.00% |
26.11.2024 | 0.20% | 4.94 CHF | 4.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 123'132 CHF | 123'382 CHF | 99.89% | 99.89% |
25.11.2024 | 0.20% | 4.95 CHF | 4.96 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 123'847 CHF | 124'097 CHF | 98.58% | 98.58% |
22.11.2024 | 0.20% | 5.00 CHF | 5.01 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 124'300 CHF | 124'550 CHF | 100.00% | 100.00% |
20.11.2024 | 0.20% | 4.97 CHF | 4.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 124'228 CHF | 124'478 CHF | 100.00% | 100.00% |
19.11.2024 | 0.20% | 4.91 CHF | 4.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 122'745 CHF | 122'995 CHF | 99.91% | 99.91% |