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% | 30.65 CHF | 30.66 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'871'430 CHF | 3'872'680 CHF | 100.00% | 100.00% |
19.11.2024 | 0.03% | 30.66 CHF | 30.67 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'815'240 CHF | 3'816'490 CHF | 99.97% | 99.97% |
18.11.2024 | 0.03% | 30.82 CHF | 30.83 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'836'600 CHF | 3'837'850 CHF | 99.54% | 99.54% |
15.11.2024 | 0.03% | 30.76 CHF | 30.77 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'880'910 CHF | 3'882'160 CHF | 100.00% | 100.00% |
14.11.2024 | 0.03% | 31.62 CHF | 31.63 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'971'480 CHF | 3'972'730 CHF | 100.00% | 100.00% |
13.11.2024 | 0.03% | 31.59 CHF | 31.60 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'933'170 CHF | 3'934'420 CHF | 100.00% | 100.00% |
12.11.2024 | 0.03% | 31.51 CHF | 31.52 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'947'470 CHF | 3'948'720 CHF | 100.00% | 100.00% |
11.11.2024 | 0.03% | 31.65 CHF | 31.66 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'959'450 CHF | 3'960'700 CHF | 100.00% | 100.00% |
08.11.2024 | 0.03% | 31.32 CHF | 31.33 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'884'890 CHF | 3'886'140 CHF | 100.00% | 100.00% |
07.11.2024 | 0.03% | 30.96 CHF | 30.97 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'862'310 CHF | 3'863'560 CHF | 99.67% | 99.67% |