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 | 0.12% | 8.29 CHF | 8.30 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'499'000 CHF | 2'502'000 CHF | 100.00% | 100.00% |
02.12.2024 | 0.12% | 8.33 CHF | 8.34 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'484'150 CHF | 2'487'150 CHF | 100.00% | 100.00% |
29.11.2024 | 0.12% | 8.18 CHF | 8.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'423'730 CHF | 2'426'730 CHF | 100.00% | 100.00% |
28.11.2024 | 0.12% | 8.07 CHF | 8.08 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'413'470 CHF | 2'416'470 CHF | 100.00% | 100.00% |
27.11.2024 | 0.13% | 7.92 CHF | 7.93 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'374'270 CHF | 2'377'270 CHF | 100.00% | 100.00% |
26.11.2024 | 0.13% | 7.93 CHF | 7.94 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'389'310 CHF | 2'392'310 CHF | 100.00% | 100.00% |
25.11.2024 | 0.12% | 8.06 CHF | 8.07 CHF | 300'000 | 300'000 | 299'776 | 299'776 | 2'425'170 CHF | 2'428'170 CHF | 100.00% | 100.00% |
22.11.2024 | 0.12% | 8.13 CHF | 8.14 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'418'370 CHF | 2'421'370 CHF | 99.96% | 99.96% |
20.11.2024 | 0.13% | 7.75 CHF | 7.76 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'358'790 CHF | 2'361'790 CHF | 100.00% | 100.00% |
19.11.2024 | 0.13% | 7.73 CHF | 7.74 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'320'740 CHF | 2'323'740 CHF | 100.00% | 100.00% |