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% | 24.50 CHF | 24.51 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'206'200 CHF | 6'208'700 CHF | 100.00% | 100.00% |
19.11.2024 | 0.04% | 24.54 CHF | 24.55 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'098'320 CHF | 6'100'820 CHF | 99.98% | 99.98% |
18.11.2024 | 0.04% | 24.68 CHF | 24.69 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'134'280 CHF | 6'136'780 CHF | 99.57% | 99.57% |
15.11.2024 | 0.04% | 24.60 CHF | 24.61 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'221'670 CHF | 6'224'170 CHF | 100.00% | 100.00% |
14.11.2024 | 0.04% | 25.46 CHF | 25.47 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'401'560 CHF | 6'404'060 CHF | 100.00% | 100.00% |
13.11.2024 | 0.04% | 25.46 CHF | 25.47 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'335'960 CHF | 6'338'460 CHF | 100.00% | 100.00% |
12.11.2024 | 0.04% | 25.39 CHF | 25.40 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'366'930 CHF | 6'369'430 CHF | 100.00% | 100.00% |
11.11.2024 | 0.04% | 25.55 CHF | 25.56 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'395'240 CHF | 6'397'740 CHF | 100.00% | 100.00% |
08.11.2024 | 0.04% | 25.27 CHF | 25.28 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'259'540 CHF | 6'262'040 CHF | 100.00% | 100.00% |
07.11.2024 | 0.04% | 24.92 CHF | 24.93 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'210'050 CHF | 6'212'550 CHF | 99.67% | 99.67% |