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 | 0.07% | 14.40 CHF | 14.41 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'523'560 CHF | 6'528'060 CHF | 100.00% | 100.00% |
02.12.2024 | 0.07% | 14.56 CHF | 14.57 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'580'350 CHF | 6'584'850 CHF | 100.00% | 100.00% |
29.11.2024 | 0.07% | 14.60 CHF | 14.61 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'535'620 CHF | 6'540'120 CHF | 100.00% | 100.00% |
28.11.2024 | 0.07% | 14.53 CHF | 14.54 CHF | 225'000 | 225'000 | 400'939 | 400'939 | 5'812'820 CHF | 5'816'830 CHF | 100.00% | 100.00% |
27.11.2024 | 0.07% | 14.57 CHF | 14.58 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'548'920 CHF | 6'553'420 CHF | 100.00% | 100.00% |
26.11.2024 | 0.07% | 14.33 CHF | 14.34 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'490'090 CHF | 6'494'590 CHF | 100.00% | 100.00% |
25.11.2024 | 0.07% | 14.47 CHF | 14.48 CHF | 450'000 | 450'000 | 449'661 | 449'661 | 6'501'960 CHF | 6'506'460 CHF | 100.00% | 100.00% |
22.11.2024 | 0.07% | 14.09 CHF | 14.10 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'229'490 CHF | 6'233'990 CHF | 99.98% | 99.98% |
20.11.2024 | 0.08% | 13.14 CHF | 13.15 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'970'350 CHF | 5'974'850 CHF | 100.00% | 100.00% |
19.11.2024 | 0.08% | 13.11 CHF | 13.12 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'886'340 CHF | 5'890'840 CHF | 100.00% | 100.00% |