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 | 0.07% | 13.52 CHF | 13.53 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 610'640 CHF | 611'090 CHF | 100.00% | 100.00% |
02.12.2024 | 0.07% | 13.60 CHF | 13.61 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 607'376 CHF | 607'826 CHF | 100.00% | 100.00% |
29.11.2024 | 0.08% | 13.43 CHF | 13.44 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 598'228 CHF | 598'678 CHF | 100.00% | 100.00% |
28.11.2024 | 0.08% | 13.36 CHF | 13.37 CHF | 25'000 | 25'000 | 40'636 | 40'636 | 540'718 CHF | 541'124 CHF | 100.00% | 100.00% |
27.11.2024 | 0.08% | 13.19 CHF | 13.20 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 598'925 CHF | 599'375 CHF | 100.00% | 100.00% |
26.11.2024 | 0.08% | 13.33 CHF | 13.34 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 594'100 CHF | 594'550 CHF | 99.91% | 99.91% |
25.11.2024 | 0.08% | 13.22 CHF | 13.23 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 598'467 CHF | 598'917 CHF | 100.00% | 100.00% |
22.11.2024 | 0.08% | 13.09 CHF | 13.10 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 581'128 CHF | 581'578 CHF | 100.00% | 100.00% |
20.11.2024 | 0.08% | 12.37 CHF | 12.38 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 568'859 CHF | 569'309 CHF | 100.00% | 100.00% |
19.11.2024 | 0.08% | 12.41 CHF | 12.42 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 551'883 CHF | 552'333 CHF | 100.00% | 100.00% |