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% | 20.21 CHF | 20.22 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'566'740 CHF | 4'568'990 CHF | 100.00% | 100.00% |
02.12.2024 | 0.05% | 20.38 CHF | 20.39 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'596'710 CHF | 4'598'960 CHF | 100.00% | 100.00% |
29.11.2024 | 0.05% | 20.38 CHF | 20.39 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'565'810 CHF | 4'568'060 CHF | 100.00% | 100.00% |
28.11.2024 | 0.05% | 20.32 CHF | 20.33 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'564'110 CHF | 4'566'360 CHF | 100.00% | 100.00% |
27.11.2024 | 0.05% | 20.34 CHF | 20.35 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'574'120 CHF | 4'576'370 CHF | 100.00% | 100.00% |
26.11.2024 | 0.05% | 20.14 CHF | 20.15 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'549'700 CHF | 4'551'950 CHF | 100.00% | 100.00% |
25.11.2024 | 0.05% | 20.27 CHF | 20.28 CHF | 225'000 | 225'000 | 224'830 | 224'830 | 4'557'250 CHF | 4'559'500 CHF | 100.00% | 100.00% |
22.11.2024 | 0.05% | 19.93 CHF | 19.94 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'424'570 CHF | 4'426'820 CHF | 100.00% | 100.00% |
20.11.2024 | 0.05% | 18.93 CHF | 18.94 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'286'140 CHF | 4'288'390 CHF | 100.00% | 100.00% |
19.11.2024 | 0.05% | 18.87 CHF | 18.88 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'240'280 CHF | 4'242'530 CHF | 100.00% | 100.00% |