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 | 0.29% | 17.40 CHF | 17.45 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 519'992 CHF | 521'479 CHF | 100.00% | 100.00% |
02.12.2024 | 0.29% | 17.55 CHF | 17.60 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 523'918 CHF | 525'406 CHF | 100.00% | 100.00% |
29.11.2024 | 0.29% | 17.60 CHF | 17.65 CHF | 30'000 | 30'000 | 29'717 | 29'716 | 520'674 CHF | 522'149 CHF | 100.00% | 100.00% |
28.11.2024 | 0.29% | 17.50 CHF | 17.55 CHF | 30'000 | 30'000 | 29'719 | 29'717 | 519'991 CHF | 521'448 CHF | 100.00% | 100.00% |
27.11.2024 | 0.29% | 17.55 CHF | 17.60 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 521'567 CHF | 523'055 CHF | 100.00% | 100.00% |
26.11.2024 | 0.29% | 17.35 CHF | 17.40 CHF | 30'000 | 30'000 | 29'719 | 29'717 | 518'138 CHF | 519'586 CHF | 100.00% | 100.00% |
25.11.2024 | 0.29% | 17.50 CHF | 17.55 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 518'745 CHF | 520'233 CHF | 100.00% | 100.00% |
22.11.2024 | 0.30% | 17.10 CHF | 17.15 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 501'232 CHF | 502'719 CHF | 100.00% | 100.00% |
20.11.2024 | 0.31% | 16.15 CHF | 16.20 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 483'383 CHF | 484'870 CHF | 100.00% | 100.00% |
19.11.2024 | 0.31% | 16.10 CHF | 16.15 CHF | 30'000 | 30'000 | 29'716 | 29'716 | 477'711 CHF | 479'198 CHF | 99.33% | 99.33% |