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% | 20.31 CHF | 20.32 CHF | 60'000 | 60'000 | 23'749 | 23'749 | 481'173 CHF | 481'411 CHF | 100.00% | 100.00% |
02.12.2024 | 0.05% | 20.38 CHF | 20.39 CHF | 60'000 | 60'000 | 23'513 | 23'513 | 475'914 CHF | 476'150 CHF | 99.91% | 99.91% |
29.11.2024 | 0.05% | 20.17 CHF | 20.18 CHF | 60'000 | 60'000 | 22'950 | 22'950 | 459'253 CHF | 459'483 CHF | 99.94% | 99.94% |
28.11.2024 | 0.06% | 19.93 CHF | 19.94 CHF | 18'000 | 18'000 | 14'697 | 14'697 | 293'171 CHF | 293'352 CHF | 98.70% | 98.70% |
27.11.2024 | 0.05% | 19.11 CHF | 19.12 CHF | 65'000 | 65'000 | 25'433 | 25'433 | 493'100 CHF | 493'355 CHF | 99.87% | 99.87% |
26.11.2024 | 0.05% | 19.95 CHF | 19.96 CHF | 60'000 | 60'000 | 23'749 | 23'749 | 475'228 CHF | 475'466 CHF | 99.52% | 99.52% |
25.11.2024 | 0.05% | 20.06 CHF | 20.07 CHF | 60'000 | 60'000 | 23'583 | 23'583 | 483'405 CHF | 483'642 CHF | 99.31% | 99.31% |
22.11.2024 | 0.05% | 21.22 CHF | 21.23 CHF | 60'000 | 60'000 | 23'523 | 23'523 | 505'728 CHF | 505'964 CHF | 99.89% | 99.89% |
20.11.2024 | 0.05% | 21.42 CHF | 21.43 CHF | 60'000 | 60'000 | 23'099 | 23'099 | 497'690 CHF | 497'921 CHF | 99.78% | 99.78% |
19.11.2024 | 0.05% | 21.10 CHF | 21.11 CHF | 60'000 | 60'000 | 23'811 | 23'811 | 496'186 CHF | 496'424 CHF | 97.53% | 97.53% |