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% | 19.04 CHF | 19.05 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'304'790 CHF | 4'307'040 CHF | 100.00% | 100.00% |
02.12.2024 | 0.05% | 19.21 CHF | 19.22 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'334'400 CHF | 4'336'650 CHF | 100.00% | 100.00% |
29.11.2024 | 0.05% | 19.22 CHF | 19.23 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'305'290 CHF | 4'307'540 CHF | 100.00% | 100.00% |
28.11.2024 | 0.05% | 19.16 CHF | 19.17 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'302'780 CHF | 4'305'020 CHF | 100.00% | 100.00% |
27.11.2024 | 0.05% | 19.18 CHF | 19.19 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'313'210 CHF | 4'315'460 CHF | 100.00% | 100.00% |
26.11.2024 | 0.05% | 18.98 CHF | 18.99 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'287'810 CHF | 4'290'060 CHF | 100.00% | 100.00% |
25.11.2024 | 0.05% | 19.11 CHF | 19.12 CHF | 225'000 | 225'000 | 224'833 | 224'833 | 4'295'040 CHF | 4'297'290 CHF | 100.00% | 100.00% |
22.11.2024 | 0.05% | 18.76 CHF | 18.77 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'161'650 CHF | 4'163'900 CHF | 100.00% | 100.00% |
20.11.2024 | 0.06% | 17.76 CHF | 17.77 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'024'970 CHF | 4'027'220 CHF | 100.00% | 100.00% |
19.11.2024 | 0.06% | 17.72 CHF | 17.73 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'979'870 CHF | 3'982'120 CHF | 100.00% | 100.00% |