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 | 0.05% | 21.31 CHF | 21.32 CHF | 60'000 | 60'000 | 23'750 | 23'750 | 505'086 CHF | 505'324 CHF | 99.99% | 99.99% |
02.12.2024 | 0.05% | 21.39 CHF | 21.40 CHF | 60'000 | 60'000 | 23'516 | 23'516 | 499'670 CHF | 499'905 CHF | 99.90% | 99.90% |
29.11.2024 | 0.05% | 21.17 CHF | 21.18 CHF | 60'000 | 60'000 | 22'949 | 22'949 | 482'157 CHF | 482'387 CHF | 99.94% | 99.94% |
28.11.2024 | 0.06% | 20.94 CHF | 20.95 CHF | 18'000 | 18'000 | 14'699 | 14'699 | 307'943 CHF | 308'124 CHF | 98.70% | 98.70% |
27.11.2024 | 0.05% | 20.11 CHF | 20.12 CHF | 65'000 | 65'000 | 25'434 | 25'434 | 518'559 CHF | 518'814 CHF | 99.87% | 99.87% |
26.11.2024 | 0.05% | 20.95 CHF | 20.96 CHF | 60'000 | 60'000 | 23'749 | 23'749 | 499'072 CHF | 499'309 CHF | 99.52% | 99.52% |
25.11.2024 | 0.05% | 21.07 CHF | 21.08 CHF | 60'000 | 60'000 | 23'577 | 23'577 | 507'011 CHF | 507'248 CHF | 99.29% | 99.29% |
22.11.2024 | 0.05% | 22.23 CHF | 22.24 CHF | 60'000 | 60'000 | 23'524 | 23'524 | 529'507 CHF | 529'743 CHF | 99.89% | 99.89% |
20.11.2024 | 0.05% | 22.43 CHF | 22.44 CHF | 60'000 | 60'000 | 23'100 | 23'100 | 520'856 CHF | 521'088 CHF | 99.79% | 99.79% |
19.11.2024 | 0.05% | 22.10 CHF | 22.11 CHF | 60'000 | 60'000 | 23'810 | 23'810 | 519'958 CHF | 520'197 CHF | 97.53% | 97.53% |