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 | 0.04% | 28.02 CHF | 28.03 CHF | 250'000 | 250'000 | 140'211 | 140'211 | 3'967'760 CHF | 3'969'160 CHF | 100.00% | 100.00% |
19.11.2024 | 0.04% | 28.04 CHF | 28.05 CHF | 250'000 | 250'000 | 239'320 | 239'320 | 6'673'600 CHF | 6'675'990 CHF | 100.00% | 100.00% |
18.11.2024 | 0.04% | 28.19 CHF | 28.20 CHF | 125'000 | 125'000 | 198'460 | 198'460 | 5'565'270 CHF | 5'567'250 CHF | 99.55% | 99.55% |
15.11.2024 | 0.04% | 28.12 CHF | 28.13 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'551'010 CHF | 3'552'260 CHF | 100.00% | 100.00% |
14.11.2024 | 0.03% | 28.98 CHF | 28.99 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'641'320 CHF | 3'642'570 CHF | 100.00% | 100.00% |
13.11.2024 | 0.03% | 28.96 CHF | 28.97 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'605'380 CHF | 3'606'630 CHF | 100.00% | 100.00% |
12.11.2024 | 0.03% | 28.89 CHF | 28.90 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'620'190 CHF | 3'621'440 CHF | 100.00% | 100.00% |
11.11.2024 | 0.03% | 29.04 CHF | 29.05 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'633'110 CHF | 3'634'360 CHF | 100.00% | 100.00% |
08.11.2024 | 0.04% | 28.73 CHF | 28.74 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'561'420 CHF | 3'562'670 CHF | 100.00% | 100.00% |
07.11.2024 | 0.04% | 28.37 CHF | 28.38 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'537'890 CHF | 3'539'140 CHF | 99.67% | 99.67% |