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 | 0.25% | 19.85 CHF | 19.90 CHF | 25'000 | 25'000 | 24'765 | 24'765 | 493'475 CHF | 494'715 CHF | 100.00% | 100.00% |
02.12.2024 | 0.25% | 20.00 CHF | 20.05 CHF | 25'000 | 25'000 | 24'766 | 24'764 | 496'729 CHF | 497'930 CHF | 99.98% | 99.98% |
29.11.2024 | 0.25% | 20.00 CHF | 20.05 CHF | 25'000 | 25'000 | 24'764 | 24'763 | 493'579 CHF | 494'802 CHF | 100.00% | 100.00% |
28.11.2024 | 0.25% | 19.95 CHF | 20.00 CHF | 25'000 | 25'000 | 24'765 | 24'764 | 492'946 CHF | 494'165 CHF | 100.00% | 100.00% |
27.11.2024 | 0.25% | 20.00 CHF | 20.05 CHF | 25'000 | 25'000 | 24'764 | 24'764 | 494'460 CHF | 495'699 CHF | 100.00% | 100.00% |
26.11.2024 | 0.25% | 19.80 CHF | 19.85 CHF | 25'000 | 25'000 | 24'766 | 24'764 | 491'809 CHF | 493'005 CHF | 100.00% | 100.00% |
25.11.2024 | 0.25% | 19.90 CHF | 19.95 CHF | 25'000 | 25'000 | 24'765 | 24'765 | 492'459 CHF | 493'699 CHF | 100.00% | 100.00% |
22.11.2024 | 0.26% | 19.55 CHF | 19.60 CHF | 25'000 | 25'000 | 24'765 | 24'765 | 477'886 CHF | 479'126 CHF | 100.00% | 100.00% |
20.11.2024 | 0.27% | 18.55 CHF | 18.60 CHF | 25'000 | 25'000 | 24'765 | 24'765 | 462'697 CHF | 463'936 CHF | 100.00% | 100.00% |
19.11.2024 | 0.27% | 18.50 CHF | 18.55 CHF | 25'000 | 25'000 | 24'763 | 24'763 | 457'760 CHF | 459'000 CHF | 99.31% | 99.31% |