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 | 0.04% | 24.68 CHF | 24.69 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 5'570'900 CHF | 5'573'150 CHF | 100.00% | 100.00% |
02.12.2024 | 0.04% | 24.86 CHF | 24.87 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 5'602'040 CHF | 5'604'290 CHF | 100.00% | 100.00% |
29.11.2024 | 0.04% | 24.82 CHF | 24.83 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 5'564'670 CHF | 5'566'920 CHF | 100.00% | 100.00% |
28.11.2024 | 0.04% | 24.77 CHF | 24.78 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 5'565'780 CHF | 5'568'030 CHF | 100.00% | 100.00% |
27.11.2024 | 0.04% | 24.78 CHF | 24.79 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 5'574'250 CHF | 5'576'500 CHF | 100.00% | 100.00% |
26.11.2024 | 0.04% | 24.62 CHF | 24.63 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 5'553'670 CHF | 5'555'920 CHF | 100.00% | 100.00% |
25.11.2024 | 0.04% | 24.74 CHF | 24.75 CHF | 225'000 | 225'000 | 224'836 | 224'836 | 5'562'470 CHF | 5'564'720 CHF | 100.00% | 100.00% |
22.11.2024 | 0.04% | 24.42 CHF | 24.43 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 5'432'470 CHF | 5'434'720 CHF | 100.00% | 100.00% |
20.11.2024 | 0.04% | 23.38 CHF | 23.39 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 5'287'210 CHF | 5'289'460 CHF | 100.00% | 100.00% |
19.11.2024 | 0.04% | 23.30 CHF | 23.31 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 5'238'350 CHF | 5'240'600 CHF | 100.00% | 100.00% |