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 | 0.06% | 16.72 CHF | 16.73 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'783'360 CHF | 3'785'610 CHF | 100.00% | 100.00% |
02.12.2024 | 0.06% | 16.89 CHF | 16.90 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'812'340 CHF | 3'814'590 CHF | 100.00% | 100.00% |
29.11.2024 | 0.06% | 16.91 CHF | 16.92 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'786'540 CHF | 3'788'790 CHF | 100.00% | 100.00% |
28.11.2024 | 0.06% | 16.85 CHF | 16.86 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'782'660 CHF | 3'784'910 CHF | 100.00% | 100.00% |
27.11.2024 | 0.06% | 16.87 CHF | 16.88 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'793'870 CHF | 3'796'120 CHF | 100.00% | 100.00% |
26.11.2024 | 0.06% | 16.65 CHF | 16.66 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'766'450 CHF | 3'768'700 CHF | 100.00% | 100.00% |
25.11.2024 | 0.06% | 16.79 CHF | 16.80 CHF | 225'000 | 225'000 | 224'827 | 224'827 | 3'773'050 CHF | 3'775'300 CHF | 100.00% | 100.00% |
22.11.2024 | 0.06% | 16.42 CHF | 16.43 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'638'240 CHF | 3'640'490 CHF | 100.00% | 100.00% |
20.11.2024 | 0.06% | 15.45 CHF | 15.46 CHF | 450'000 | 450'000 | 293'211 | 293'211 | 4'561'780 CHF | 4'564'710 CHF | 100.00% | 100.00% |
19.11.2024 | 0.06% | 15.42 CHF | 15.43 CHF | 450'000 | 450'000 | 437'120 | 437'120 | 6'721'740 CHF | 6'726'110 CHF | 100.00% | 100.00% |