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 | 0.30% | 16.80 CHF | 16.85 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 501'801 CHF | 503'288 CHF | 100.00% | 100.00% |
02.12.2024 | 0.30% | 16.95 CHF | 17.00 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 505'697 CHF | 507'185 CHF | 100.00% | 100.00% |
29.11.2024 | 0.30% | 17.00 CHF | 17.05 CHF | 30'000 | 30'000 | 29'718 | 29'717 | 502'626 CHF | 504'100 CHF | 100.00% | 100.00% |
28.11.2024 | 0.30% | 16.90 CHF | 16.95 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 501'601 CHF | 503'066 CHF | 100.00% | 100.00% |
27.11.2024 | 0.30% | 16.95 CHF | 17.00 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 503'486 CHF | 504'974 CHF | 100.00% | 100.00% |
26.11.2024 | 0.30% | 16.75 CHF | 16.80 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 499'875 CHF | 501'362 CHF | 100.00% | 100.00% |
25.11.2024 | 0.30% | 16.85 CHF | 16.90 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 500'519 CHF | 502'006 CHF | 100.00% | 100.00% |
22.11.2024 | 0.31% | 16.50 CHF | 16.55 CHF | 30'000 | 30'000 | 29'717 | 29'717 | 482'884 CHF | 484'371 CHF | 100.00% | 100.00% |
20.11.2024 | 0.32% | 15.55 CHF | 15.60 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 465'231 CHF | 466'718 CHF | 100.00% | 100.00% |
19.11.2024 | 0.33% | 15.50 CHF | 15.55 CHF | 30'000 | 30'000 | 29'716 | 29'716 | 459'610 CHF | 461'097 CHF | 99.33% | 99.33% |