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 | 0.18% | 27.60 CHF | 27.65 CHF | 81'200 | 81'200 | 81'200 | 81'200 | 2'291'860 CHF | 2'295'920 CHF | 100.00% | 100.00% |
02.12.2024 | 0.17% | 28.40 CHF | 28.45 CHF | 79'800 | 79'800 | 79'800 | 79'800 | 2'304'270 CHF | 2'308'260 CHF | 100.00% | 100.00% |
29.11.2024 | 0.17% | 29.05 CHF | 29.10 CHF | 82'000 | 82'000 | 82'000 | 82'000 | 2'346'550 CHF | 2'350'650 CHF | 100.00% | 100.00% |
28.11.2024 | 0.18% | 28.55 CHF | 28.60 CHF | 41'000 | 41'000 | 73'046 | 73'046 | 2'067'360 CHF | 2'071'020 CHF | 100.00% | 100.00% |
27.11.2024 | 0.17% | 28.80 CHF | 28.85 CHF | 80'300 | 80'300 | 80'300 | 80'300 | 2'304'020 CHF | 2'308'040 CHF | 100.00% | 100.00% |
26.11.2024 | 0.18% | 27.10 CHF | 27.15 CHF | 81'800 | 81'800 | 81'800 | 81'800 | 2'267'800 CHF | 2'271'890 CHF | 100.00% | 100.00% |
25.11.2024 | 0.18% | 27.95 CHF | 28.00 CHF | 87'200 | 87'200 | 87'200 | 87'200 | 2'418'890 CHF | 2'423'250 CHF | 100.00% | 100.00% |
22.11.2024 | 0.08% | 25.59 CHF | 25.61 CHF | 93'000 | 93'000 | 93'000 | 93'000 | 2'282'260 CHF | 2'284'200 CHF | 99.68% | 99.68% |
20.11.2024 | 0.09% | 21.48 CHF | 21.50 CHF | 102'000 | 102'000 | 102'000 | 102'000 | 2'253'890 CHF | 2'255'930 CHF | 99.85% | 99.85% |
19.11.2024 | 0.09% | 21.52 CHF | 21.54 CHF | 99'900 | 99'900 | 99'900 | 99'900 | 2'131'170 CHF | 2'133'160 CHF | 100.00% | 100.00% |