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% | 30.07 CHF | 30.08 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'798'080 CHF | 3'799'330 CHF | 100.00% | 100.00% |
19.11.2024 | 0.03% | 30.08 CHF | 30.09 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'742'100 CHF | 3'743'350 CHF | 99.99% | 99.99% |
18.11.2024 | 0.03% | 30.24 CHF | 30.25 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'763'150 CHF | 3'764'400 CHF | 99.56% | 99.56% |
15.11.2024 | 0.03% | 30.17 CHF | 30.18 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'807'380 CHF | 3'808'630 CHF | 100.00% | 100.00% |
14.11.2024 | 0.03% | 31.03 CHF | 31.04 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'897'890 CHF | 3'899'140 CHF | 100.00% | 100.00% |
13.11.2024 | 0.03% | 31.01 CHF | 31.02 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'860'100 CHF | 3'861'350 CHF | 99.95% | 99.95% |
12.11.2024 | 0.03% | 30.92 CHF | 30.93 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'874'550 CHF | 3'875'800 CHF | 100.00% | 100.00% |
11.11.2024 | 0.03% | 31.07 CHF | 31.08 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'886'710 CHF | 3'887'960 CHF | 100.00% | 100.00% |
08.11.2024 | 0.03% | 30.74 CHF | 30.75 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'812'820 CHF | 3'814'070 CHF | 100.00% | 100.00% |
07.11.2024 | 0.03% | 30.38 CHF | 30.39 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'790'000 CHF | 3'791'250 CHF | 99.68% | 99.68% |