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 | 0.13% | 7.95 CHF | 7.96 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'396'560 CHF | 2'399'560 CHF | 100.00% | 100.00% |
02.12.2024 | 0.13% | 7.99 CHF | 8.00 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'381'810 CHF | 2'384'810 CHF | 100.00% | 100.00% |
29.11.2024 | 0.13% | 7.84 CHF | 7.85 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'321'500 CHF | 2'324'500 CHF | 100.00% | 100.00% |
28.11.2024 | 0.13% | 7.72 CHF | 7.73 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'311'180 CHF | 2'314'180 CHF | 100.00% | 100.00% |
27.11.2024 | 0.13% | 7.58 CHF | 7.59 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'272'040 CHF | 2'275'040 CHF | 100.00% | 100.00% |
26.11.2024 | 0.13% | 7.59 CHF | 7.60 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'287'070 CHF | 2'290'070 CHF | 100.00% | 100.00% |
25.11.2024 | 0.13% | 7.72 CHF | 7.73 CHF | 300'000 | 300'000 | 299'789 | 299'789 | 2'323'220 CHF | 2'326'220 CHF | 100.00% | 100.00% |
22.11.2024 | 0.13% | 7.79 CHF | 7.80 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'316'190 CHF | 2'319'190 CHF | 99.97% | 99.97% |
20.11.2024 | 0.13% | 7.40 CHF | 7.41 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'256'650 CHF | 2'259'650 CHF | 100.00% | 100.00% |
19.11.2024 | 0.14% | 7.39 CHF | 7.40 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'218'640 CHF | 2'221'640 CHF | 100.00% | 100.00% |