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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 0.04% | 26.72 CHF | 26.73 CHF | 250'000 | 250'000 | 249'805 | 249'805 | 6'703'210 CHF | 6'705'710 CHF | 100.00% | 100.00% |
22.11.2024 | 0.04% | 26.64 CHF | 26.65 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'599'120 CHF | 6'601'620 CHF | 100.00% | 100.00% |
20.11.2024 | 0.04% | 25.67 CHF | 25.68 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'498'840 CHF | 6'501'340 CHF | 100.00% | 100.00% |
19.11.2024 | 0.04% | 25.71 CHF | 25.72 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'390'120 CHF | 6'392'620 CHF | 100.00% | 100.00% |
18.11.2024 | 0.04% | 25.85 CHF | 25.86 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'427'360 CHF | 6'429'860 CHF | 99.54% | 99.54% |
15.11.2024 | 0.04% | 25.77 CHF | 25.78 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'515'010 CHF | 6'517'510 CHF | 100.00% | 100.00% |
14.11.2024 | 0.04% | 26.63 CHF | 26.64 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'695'050 CHF | 6'697'550 CHF | 100.00% | 100.00% |
13.11.2024 | 0.04% | 26.63 CHF | 26.64 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'627'440 CHF | 6'629'940 CHF | 100.00% | 100.00% |
12.11.2024 | 0.04% | 26.56 CHF | 26.57 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'657'940 CHF | 6'660'440 CHF | 100.00% | 100.00% |
11.11.2024 | 0.04% | 26.71 CHF | 26.72 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'685'400 CHF | 6'687'900 CHF | 100.00% | 100.00% |