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 | 0.27% | 18.60 CHF | 18.65 CHF | 40'000 | 40'000 | 39'782 | 39'782 | 744'609 CHF | 746'599 CHF | 99.58% | 99.58% |
02.12.2024 | 0.27% | 18.80 CHF | 18.85 CHF | 40'000 | 40'000 | 39'870 | 39'870 | 751'417 CHF | 753'411 CHF | 99.33% | 99.33% |
29.11.2024 | 0.27% | 18.80 CHF | 18.85 CHF | 40'000 | 40'000 | 39'642 | 39'641 | 742'519 CHF | 744'484 CHF | 99.96% | 99.96% |
28.11.2024 | 0.27% | 18.75 CHF | 18.80 CHF | 40'000 | 40'000 | 39'625 | 39'623 | 741'102 CHF | 743'050 CHF | 100.00% | 100.00% |
27.11.2024 | 0.27% | 18.75 CHF | 18.80 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 750'439 CHF | 752'439 CHF | 98.45% | 98.45% |
26.11.2024 | 0.27% | 18.55 CHF | 18.60 CHF | 40'000 | 40'000 | 39'734 | 39'734 | 740'982 CHF | 742'970 CHF | 99.63% | 99.63% |
25.11.2024 | 0.27% | 18.70 CHF | 18.75 CHF | 40'000 | 40'000 | 39'857 | 39'857 | 744'261 CHF | 746'255 CHF | 99.36% | 99.36% |
22.11.2024 | 0.28% | 18.30 CHF | 18.35 CHF | 40'000 | 40'000 | 39'624 | 39'624 | 716'585 CHF | 718'569 CHF | 100.00% | 100.00% |
20.11.2024 | 0.29% | 17.35 CHF | 17.40 CHF | 40'000 | 40'000 | 39'623 | 39'623 | 692'477 CHF | 694'460 CHF | 100.00% | 100.00% |
19.11.2024 | 0.29% | 17.30 CHF | 17.35 CHF | 40'000 | 40'000 | 39'622 | 39'622 | 684'763 CHF | 686'746 CHF | 99.32% | 99.32% |