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 | 0.05% | 21.52 CHF | 21.53 CHF | 83'200 | 83'200 | 83'200 | 83'200 | 1'802'490 CHF | 1'803'320 CHF | 100.00% | 100.00% |
02.12.2024 | 0.05% | 21.67 CHF | 21.68 CHF | 84'600 | 84'600 | 84'600 | 84'600 | 1'817'360 CHF | 1'818'200 CHF | 100.00% | 100.00% |
29.11.2024 | 0.05% | 21.10 CHF | 21.11 CHF | 85'700 | 85'700 | 85'700 | 85'700 | 1'778'210 CHF | 1'779'060 CHF | 100.00% | 100.00% |
28.11.2024 | 0.05% | 20.70 CHF | 20.71 CHF | 87'200 | 87'200 | 87'200 | 87'200 | 1'798'560 CHF | 1'799'430 CHF | 100.00% | 100.00% |
27.11.2024 | 0.05% | 20.18 CHF | 20.19 CHF | 87'400 | 87'400 | 87'400 | 87'400 | 1'762'490 CHF | 1'763'360 CHF | 99.10% | 99.10% |
26.11.2024 | 0.05% | 20.21 CHF | 20.22 CHF | 86'400 | 86'400 | 86'400 | 86'400 | 1'757'130 CHF | 1'757'990 CHF | 100.00% | 100.00% |
25.11.2024 | 0.05% | 20.68 CHF | 20.69 CHF | 85'500 | 85'500 | 85'500 | 85'500 | 1'775'120 CHF | 1'775'980 CHF | 100.00% | 100.00% |
22.11.2024 | 0.05% | 20.90 CHF | 20.91 CHF | 88'200 | 88'200 | 88'200 | 88'200 | 1'822'880 CHF | 1'823'760 CHF | 99.97% | 99.97% |
20.11.2024 | 0.05% | 19.57 CHF | 19.58 CHF | 89'300 | 89'300 | 89'300 | 89'300 | 1'783'700 CHF | 1'784'590 CHF | 100.00% | 100.00% |
19.11.2024 | 0.05% | 19.53 CHF | 19.54 CHF | 87'000 | 87'000 | 87'000 | 87'000 | 1'699'470 CHF | 1'700'340 CHF | 99.98% | 99.98% |