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% | 15.56 CHF | 15.57 CHF | 450'000 | 450'000 | 249'197 | 249'197 | 3'899'410 CHF | 3'901'900 CHF | 100.00% | 100.00% |
02.12.2024 | 0.06% | 15.72 CHF | 15.73 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'551'320 CHF | 3'553'570 CHF | 100.00% | 100.00% |
29.11.2024 | 0.06% | 15.76 CHF | 15.77 CHF | 225'000 | 225'000 | 225'057 | 225'057 | 3'528'100 CHF | 3'530'350 CHF | 100.00% | 100.00% |
28.11.2024 | 0.06% | 15.69 CHF | 15.70 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'522'670 CHF | 3'524'920 CHF | 100.00% | 100.00% |
27.11.2024 | 0.06% | 15.72 CHF | 15.73 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'534'310 CHF | 3'536'560 CHF | 100.00% | 100.00% |
26.11.2024 | 0.06% | 15.49 CHF | 15.50 CHF | 450'000 | 450'000 | 327'224 | 327'224 | 5'091'450 CHF | 5'094'720 CHF | 100.00% | 100.00% |
25.11.2024 | 0.06% | 15.63 CHF | 15.64 CHF | 225'000 | 225'000 | 239'275 | 239'275 | 3'737'140 CHF | 3'739'540 CHF | 100.00% | 100.00% |
22.11.2024 | 0.07% | 15.25 CHF | 15.26 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'753'110 CHF | 6'757'610 CHF | 99.98% | 99.98% |
20.11.2024 | 0.07% | 14.30 CHF | 14.31 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'490'480 CHF | 6'494'980 CHF | 100.00% | 100.00% |
19.11.2024 | 0.07% | 14.26 CHF | 14.27 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'404'840 CHF | 6'409'340 CHF | 100.00% | 100.00% |