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% | 21.11 CHF | 21.12 CHF | 60'000 | 60'000 | 23'750 | 23'750 | 500'243 CHF | 500'481 CHF | 99.99% | 99.99% |
02.12.2024 | 0.05% | 21.19 CHF | 21.20 CHF | 60'000 | 60'000 | 23'522 | 23'522 | 494'996 CHF | 495'232 CHF | 99.87% | 99.87% |
29.11.2024 | 0.05% | 20.96 CHF | 20.97 CHF | 60'000 | 60'000 | 22'949 | 22'949 | 477'507 CHF | 477'737 CHF | 99.94% | 99.94% |
28.11.2024 | 0.06% | 20.73 CHF | 20.74 CHF | 18'000 | 18'000 | 14'740 | 14'740 | 305'856 CHF | 306'037 CHF | 100.00% | 100.00% |
27.11.2024 | 0.05% | 19.91 CHF | 19.92 CHF | 65'000 | 65'000 | 25'434 | 25'434 | 513'399 CHF | 513'654 CHF | 99.87% | 99.87% |
26.11.2024 | 0.05% | 20.76 CHF | 20.77 CHF | 60'000 | 60'000 | 23'749 | 23'749 | 494'264 CHF | 494'502 CHF | 99.52% | 99.52% |
25.11.2024 | 0.05% | 20.86 CHF | 20.87 CHF | 60'000 | 60'000 | 23'580 | 23'580 | 502'260 CHF | 502'497 CHF | 99.29% | 99.29% |
22.11.2024 | 0.05% | 22.03 CHF | 22.04 CHF | 60'000 | 60'000 | 23'523 | 23'523 | 524'708 CHF | 524'944 CHF | 99.89% | 99.89% |
20.11.2024 | 0.05% | 22.23 CHF | 22.24 CHF | 60'000 | 60'000 | 23'101 | 23'101 | 516'215 CHF | 516'446 CHF | 99.79% | 99.79% |
19.11.2024 | 0.05% | 21.90 CHF | 21.91 CHF | 60'000 | 60'000 | 23'811 | 23'811 | 515'130 CHF | 515'369 CHF | 97.53% | 97.53% |