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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.03% | 32.95 CHF | 32.96 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 4'158'040 CHF | 4'159'290 CHF | 100.00% | 100.00% |
19.11.2024 | 0.03% | 32.95 CHF | 32.96 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 4'101'690 CHF | 4'102'940 CHF | 99.99% | 99.99% |
18.11.2024 | 0.03% | 33.12 CHF | 33.13 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 4'123'840 CHF | 4'125'090 CHF | 99.55% | 99.55% |
15.11.2024 | 0.03% | 33.06 CHF | 33.07 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 4'168'800 CHF | 4'170'050 CHF | 100.00% | 100.00% |
14.11.2024 | 0.03% | 33.91 CHF | 33.92 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 4'258'670 CHF | 4'259'920 CHF | 100.00% | 100.00% |
13.11.2024 | 0.03% | 33.88 CHF | 33.89 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 4'218'390 CHF | 4'219'640 CHF | 99.95% | 99.95% |
12.11.2024 | 0.03% | 33.79 CHF | 33.80 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 4'233'070 CHF | 4'234'320 CHF | 100.00% | 100.00% |
11.11.2024 | 0.03% | 33.93 CHF | 33.94 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 4'243'950 CHF | 4'245'200 CHF | 100.00% | 100.00% |
08.11.2024 | 0.03% | 33.58 CHF | 33.59 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 4'166'280 CHF | 4'167'530 CHF | 100.00% | 100.00% |
07.11.2024 | 0.03% | 33.21 CHF | 33.22 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 4'145'080 CHF | 4'146'330 CHF | 99.68% | 99.68% |