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 | 0.35% | 14.35 CHF | 14.40 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 715'872 CHF | 718'351 CHF | 100.00% | 100.00% |
02.12.2024 | 0.35% | 14.50 CHF | 14.55 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 722'123 CHF | 724'602 CHF | 100.00% | 100.00% |
29.11.2024 | 0.35% | 14.55 CHF | 14.60 CHF | 50'000 | 50'000 | 49'527 | 49'527 | 717'779 CHF | 720'258 CHF | 100.00% | 100.00% |
28.11.2024 | 0.35% | 14.50 CHF | 14.55 CHF | 50'000 | 50'000 | 49'529 | 49'527 | 715'850 CHF | 718'309 CHF | 100.00% | 100.00% |
27.11.2024 | 0.35% | 14.55 CHF | 14.60 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 719'182 CHF | 721'662 CHF | 100.00% | 100.00% |
26.11.2024 | 0.35% | 14.30 CHF | 14.35 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 712'730 CHF | 715'209 CHF | 100.00% | 100.00% |
25.11.2024 | 0.35% | 14.45 CHF | 14.50 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 713'470 CHF | 715'950 CHF | 100.00% | 100.00% |
22.11.2024 | 0.37% | 14.05 CHF | 14.10 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 684'009 CHF | 686'488 CHF | 100.00% | 100.00% |
20.11.2024 | 0.38% | 13.10 CHF | 13.15 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 655'288 CHF | 657'767 CHF | 100.00% | 100.00% |
19.11.2024 | 0.39% | 13.05 CHF | 13.10 CHF | 50'000 | 50'000 | 49'527 | 49'527 | 646'275 CHF | 648'754 CHF | 99.34% | 99.34% |