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 | 0.07% | 13.81 CHF | 13.82 CHF | 131'300 | 131'300 | 131'300 | 131'300 | 1'863'340 CHF | 1'864'650 CHF | 100.00% | 100.00% |
02.12.2024 | 0.07% | 14.30 CHF | 14.31 CHF | 128'200 | 128'200 | 128'200 | 128'200 | 1'871'420 CHF | 1'872'700 CHF | 99.86% | 99.86% |
29.11.2024 | 0.07% | 14.72 CHF | 14.73 CHF | 132'700 | 132'700 | 132'700 | 132'700 | 1'917'070 CHF | 1'918'390 CHF | 100.00% | 100.00% |
28.11.2024 | 0.07% | 14.38 CHF | 14.39 CHF | 66'400 | 66'400 | 118'220 | 118'220 | 1'683'360 CHF | 1'684'540 CHF | 100.00% | 100.00% |
27.11.2024 | 0.07% | 14.58 CHF | 14.59 CHF | 129'200 | 129'200 | 129'200 | 129'200 | 1'873'750 CHF | 1'875'040 CHF | 100.00% | 100.00% |
26.11.2024 | 0.07% | 13.47 CHF | 13.48 CHF | 132'400 | 132'400 | 132'400 | 132'400 | 1'837'370 CHF | 1'838'700 CHF | 99.95% | 99.95% |
25.11.2024 | 0.07% | 14.02 CHF | 14.03 CHF | 143'600 | 143'600 | 143'600 | 143'600 | 1'988'910 CHF | 1'990'340 CHF | 99.59% | 99.59% |
22.11.2024 | 0.08% | 12.52 CHF | 12.53 CHF | 155'900 | 155'900 | 155'900 | 155'900 | 1'854'980 CHF | 1'856'530 CHF | 99.68% | 99.68% |
20.11.2024 | 0.10% | 10.11 CHF | 10.12 CHF | 175'300 | 175'300 | 175'300 | 175'300 | 1'835'870 CHF | 1'837'620 CHF | 99.85% | 99.85% |
19.11.2024 | 0.10% | 10.14 CHF | 10.15 CHF | 170'700 | 170'700 | 170'700 | 170'700 | 1'711'600 CHF | 1'713'310 CHF | 100.00% | 100.00% |