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% | 13.26 CHF | 13.27 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'009'500 CHF | 6'014'000 CHF | 100.00% | 100.00% |
02.12.2024 | 0.07% | 13.42 CHF | 13.43 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'065'660 CHF | 6'070'160 CHF | 100.00% | 100.00% |
29.11.2024 | 0.07% | 13.47 CHF | 13.48 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'024'060 CHF | 6'028'560 CHF | 100.00% | 100.00% |
28.11.2024 | 0.07% | 13.40 CHF | 13.41 CHF | 225'000 | 225'000 | 400'932 | 400'932 | 5'355'850 CHF | 5'359'860 CHF | 100.00% | 100.00% |
27.11.2024 | 0.07% | 13.43 CHF | 13.44 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'036'960 CHF | 6'041'460 CHF | 100.00% | 100.00% |
26.11.2024 | 0.08% | 13.19 CHF | 13.20 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'976'110 CHF | 5'980'610 CHF | 100.00% | 100.00% |
25.11.2024 | 0.08% | 13.33 CHF | 13.34 CHF | 450'000 | 450'000 | 449'661 | 449'661 | 5'987'400 CHF | 5'991'900 CHF | 100.00% | 100.00% |
22.11.2024 | 0.08% | 12.93 CHF | 12.94 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'713'400 CHF | 5'717'900 CHF | 100.00% | 100.00% |
20.11.2024 | 0.08% | 12.00 CHF | 12.01 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'457'890 CHF | 5'462'390 CHF | 100.00% | 100.00% |
19.11.2024 | 0.08% | 11.98 CHF | 11.99 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'375'290 CHF | 5'379'790 CHF | 100.00% | 100.00% |