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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.03% | 29.19 CHF | 29.20 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'688'830 CHF | 3'690'080 CHF | 100.00% | 100.00% |
19.11.2024 | 0.03% | 29.21 CHF | 29.22 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'633'170 CHF | 3'634'420 CHF | 99.99% | 99.99% |
18.11.2024 | 0.03% | 29.36 CHF | 29.37 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'653'740 CHF | 3'654'990 CHF | 99.55% | 99.55% |
15.11.2024 | 0.03% | 29.30 CHF | 29.31 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'697'940 CHF | 3'699'190 CHF | 100.00% | 100.00% |
14.11.2024 | 0.03% | 30.16 CHF | 30.17 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'788'300 CHF | 3'789'550 CHF | 100.00% | 100.00% |
13.11.2024 | 0.03% | 30.13 CHF | 30.14 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'751'310 CHF | 3'752'560 CHF | 100.00% | 100.00% |
12.11.2024 | 0.03% | 30.05 CHF | 30.06 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'765'920 CHF | 3'767'170 CHF | 100.00% | 100.00% |
11.11.2024 | 0.03% | 30.20 CHF | 30.21 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'778'370 CHF | 3'779'620 CHF | 100.00% | 100.00% |
08.11.2024 | 0.03% | 29.88 CHF | 29.89 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'705'430 CHF | 3'706'680 CHF | 100.00% | 100.00% |
07.11.2024 | 0.03% | 29.52 CHF | 29.53 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'682'320 CHF | 3'683'570 CHF | 99.67% | 99.67% |