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 | 0.04% | 23.18 CHF | 23.19 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 5'233'540 CHF | 5'235'800 CHF | 100.00% | 100.00% |
02.12.2024 | 0.04% | 23.35 CHF | 23.36 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 5'264'250 CHF | 5'266'500 CHF | 100.00% | 100.00% |
29.11.2024 | 0.04% | 23.33 CHF | 23.34 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 5'229'100 CHF | 5'231'360 CHF | 100.00% | 100.00% |
28.11.2024 | 0.04% | 23.27 CHF | 23.28 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 5'229'160 CHF | 5'231'410 CHF | 100.00% | 100.00% |
27.11.2024 | 0.04% | 23.29 CHF | 23.30 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 5'238'170 CHF | 5'240'420 CHF | 100.00% | 100.00% |
26.11.2024 | 0.04% | 23.11 CHF | 23.12 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 5'216'350 CHF | 5'218'600 CHF | 100.00% | 100.00% |
25.11.2024 | 0.04% | 23.24 CHF | 23.25 CHF | 225'000 | 225'000 | 224'839 | 224'839 | 5'224'890 CHF | 5'227'140 CHF | 100.00% | 100.00% |
22.11.2024 | 0.04% | 22.91 CHF | 22.92 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 5'093'900 CHF | 5'096'150 CHF | 100.00% | 100.00% |
20.11.2024 | 0.05% | 21.88 CHF | 21.89 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'950'860 CHF | 4'953'110 CHF | 100.00% | 100.00% |
19.11.2024 | 0.05% | 21.82 CHF | 21.83 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'903'020 CHF | 4'905'270 CHF | 100.00% | 100.00% |