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% | 21.42 CHF | 21.43 CHF | 60'000 | 60'000 | 23'752 | 23'752 | 507'609 CHF | 507'847 CHF | 100.00% | 100.00% |
02.12.2024 | 0.05% | 21.49 CHF | 21.50 CHF | 60'000 | 60'000 | 23'515 | 23'515 | 502'073 CHF | 502'309 CHF | 99.90% | 99.90% |
29.11.2024 | 0.05% | 21.27 CHF | 21.28 CHF | 60'000 | 60'000 | 22'947 | 22'947 | 484'470 CHF | 484'700 CHF | 99.93% | 99.93% |
28.11.2024 | 0.06% | 21.04 CHF | 21.05 CHF | 18'000 | 18'000 | 14'697 | 14'697 | 309'444 CHF | 309'624 CHF | 98.70% | 98.70% |
27.11.2024 | 0.05% | 20.22 CHF | 20.23 CHF | 65'000 | 65'000 | 25'434 | 25'434 | 521'163 CHF | 521'418 CHF | 99.87% | 99.87% |
26.11.2024 | 0.05% | 21.06 CHF | 21.07 CHF | 60'000 | 60'000 | 23'749 | 23'749 | 501'546 CHF | 501'784 CHF | 99.52% | 99.52% |
25.11.2024 | 0.05% | 21.17 CHF | 21.18 CHF | 60'000 | 60'000 | 23'581 | 23'581 | 509'520 CHF | 509'757 CHF | 99.30% | 99.30% |
22.11.2024 | 0.04% | 22.34 CHF | 22.35 CHF | 60'000 | 60'000 | 23'523 | 23'523 | 531'968 CHF | 532'203 CHF | 99.89% | 99.89% |
20.11.2024 | 0.04% | 22.53 CHF | 22.54 CHF | 60'000 | 60'000 | 23'100 | 23'100 | 523'253 CHF | 523'485 CHF | 99.78% | 99.78% |
19.11.2024 | 0.05% | 22.20 CHF | 22.21 CHF | 60'000 | 60'000 | 23'811 | 23'811 | 522'407 CHF | 522'645 CHF | 97.53% | 97.53% |