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% | 8.16 CHF | 8.17 CHF | 545'300 | 545'300 | 545'300 | 545'300 | 4'493'500 CHF | 4'498'960 CHF | 100.00% | 100.00% |
02.12.2024 | 0.12% | 8.28 CHF | 8.29 CHF | 541'400 | 541'400 | 541'400 | 541'400 | 4'515'170 CHF | 4'520'590 CHF | 100.00% | 100.00% |
29.11.2024 | 0.12% | 8.34 CHF | 8.35 CHF | 547'800 | 547'800 | 547'800 | 547'800 | 4'532'200 CHF | 4'537'680 CHF | 100.00% | 100.00% |
28.11.2024 | 0.12% | 8.27 CHF | 8.28 CHF | 273'900 | 273'900 | 487'984 | 487'984 | 4'020'750 CHF | 4'025'630 CHF | 100.00% | 100.00% |
27.11.2024 | 0.12% | 8.31 CHF | 8.32 CHF | 543'200 | 543'200 | 543'200 | 543'200 | 4'502'180 CHF | 4'507'610 CHF | 100.00% | 100.00% |
26.11.2024 | 0.12% | 8.08 CHF | 8.09 CHF | 547'800 | 547'800 | 547'800 | 547'800 | 4'471'090 CHF | 4'476'570 CHF | 100.00% | 100.00% |
25.11.2024 | 0.12% | 8.20 CHF | 8.21 CHF | 563'200 | 563'200 | 563'200 | 563'200 | 4'601'870 CHF | 4'607'500 CHF | 100.00% | 100.00% |
22.11.2024 | 0.13% | 7.86 CHF | 7.87 CHF | 579'200 | 579'200 | 579'200 | 579'200 | 4'448'940 CHF | 4'454'740 CHF | 100.00% | 100.00% |
20.11.2024 | 0.14% | 7.15 CHF | 7.16 CHF | 603'000 | 603'000 | 603'000 | 603'000 | 4'375'580 CHF | 4'381'610 CHF | 100.00% | 100.00% |
19.11.2024 | 0.14% | 7.14 CHF | 7.15 CHF | 597'700 | 597'700 | 597'700 | 597'700 | 4'256'200 CHF | 4'262'180 CHF | 100.00% | 100.00% |