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% | 21.95 CHF | 21.96 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'957'500 CHF | 4'959'750 CHF | 100.00% | 100.00% |
02.12.2024 | 0.05% | 22.12 CHF | 22.13 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'987'880 CHF | 4'990'130 CHF | 100.00% | 100.00% |
29.11.2024 | 0.05% | 22.11 CHF | 22.12 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'954'490 CHF | 4'956'740 CHF | 100.00% | 100.00% |
28.11.2024 | 0.05% | 22.05 CHF | 22.06 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'953'840 CHF | 4'956'080 CHF | 100.00% | 100.00% |
27.11.2024 | 0.05% | 22.07 CHF | 22.08 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'963'230 CHF | 4'965'480 CHF | 100.00% | 100.00% |
26.11.2024 | 0.05% | 21.89 CHF | 21.90 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'940'320 CHF | 4'942'570 CHF | 100.00% | 100.00% |
25.11.2024 | 0.05% | 22.01 CHF | 22.02 CHF | 225'000 | 225'000 | 224'831 | 224'831 | 4'948'340 CHF | 4'950'590 CHF | 100.00% | 100.00% |
22.11.2024 | 0.05% | 21.68 CHF | 21.69 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'816'780 CHF | 4'819'030 CHF | 100.00% | 100.00% |
20.11.2024 | 0.05% | 20.66 CHF | 20.67 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'675'650 CHF | 4'677'900 CHF | 100.00% | 100.00% |
19.11.2024 | 0.05% | 20.60 CHF | 20.61 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'628'620 CHF | 4'630'870 CHF | 100.00% | 100.00% |