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 | 0.05% | 21.36 CHF | 21.37 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'825'830 CHF | 4'828'080 CHF | 100.00% | 100.00% |
02.12.2024 | 0.05% | 21.53 CHF | 21.54 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'856'050 CHF | 4'858'300 CHF | 100.00% | 100.00% |
29.11.2024 | 0.05% | 21.52 CHF | 21.53 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'823'580 CHF | 4'825'830 CHF | 100.00% | 100.00% |
28.11.2024 | 0.05% | 21.47 CHF | 21.48 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'822'510 CHF | 4'824'760 CHF | 100.00% | 100.00% |
27.11.2024 | 0.05% | 21.49 CHF | 21.50 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'832'130 CHF | 4'834'380 CHF | 100.00% | 100.00% |
26.11.2024 | 0.05% | 21.30 CHF | 21.31 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'808'730 CHF | 4'810'980 CHF | 100.00% | 100.00% |
25.11.2024 | 0.05% | 21.43 CHF | 21.44 CHF | 225'000 | 225'000 | 224'835 | 224'835 | 4'816'680 CHF | 4'818'930 CHF | 100.00% | 100.00% |
22.11.2024 | 0.05% | 21.09 CHF | 21.10 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'684'620 CHF | 4'686'870 CHF | 100.00% | 100.00% |
20.11.2024 | 0.05% | 20.08 CHF | 20.09 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'544'430 CHF | 4'546'680 CHF | 100.00% | 100.00% |
19.11.2024 | 0.05% | 20.02 CHF | 20.03 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'497'780 CHF | 4'500'030 CHF | 100.00% | 100.00% |