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% | 20.70 CHF | 20.71 CHF | 60'000 | 60'000 | 23'752 | 23'752 | 490'664 CHF | 490'902 CHF | 100.00% | 100.00% |
02.12.2024 | 0.05% | 20.78 CHF | 20.79 CHF | 60'000 | 60'000 | 23'516 | 23'516 | 485'312 CHF | 485'548 CHF | 99.90% | 99.90% |
29.11.2024 | 0.05% | 20.56 CHF | 20.57 CHF | 60'000 | 60'000 | 22'948 | 22'948 | 468'235 CHF | 468'465 CHF | 99.93% | 99.93% |
28.11.2024 | 0.06% | 20.33 CHF | 20.34 CHF | 18'000 | 18'000 | 14'742 | 14'742 | 299'913 CHF | 300'094 CHF | 100.00% | 100.00% |
27.11.2024 | 0.05% | 19.51 CHF | 19.52 CHF | 65'000 | 65'000 | 25'434 | 25'434 | 503'114 CHF | 503'369 CHF | 99.87% | 99.87% |
26.11.2024 | 0.05% | 20.35 CHF | 20.36 CHF | 60'000 | 60'000 | 23'749 | 23'749 | 484'623 CHF | 484'861 CHF | 99.52% | 99.52% |
25.11.2024 | 0.05% | 20.46 CHF | 20.47 CHF | 60'000 | 60'000 | 23'579 | 23'579 | 492'680 CHF | 492'916 CHF | 99.29% | 99.29% |
22.11.2024 | 0.05% | 21.62 CHF | 21.63 CHF | 60'000 | 60'000 | 23'523 | 23'523 | 515'086 CHF | 515'322 CHF | 99.89% | 99.89% |
20.11.2024 | 0.05% | 21.82 CHF | 21.83 CHF | 60'000 | 60'000 | 23'100 | 23'100 | 506'832 CHF | 507'064 CHF | 99.78% | 99.78% |
19.11.2024 | 0.05% | 21.50 CHF | 21.51 CHF | 60'000 | 60'000 | 23'811 | 23'811 | 505'552 CHF | 505'790 CHF | 97.53% | 97.53% |