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 | 0.19% | 11.29 CHF | 11.31 CHF | 180'000 | 180'000 | 177'638 | 177'638 | 2'022'470 CHF | 2'026'050 CHF | 100.00% | 100.00% |
02.12.2024 | 0.18% | 11.44 CHF | 11.46 CHF | 180'000 | 180'000 | 177'637 | 177'637 | 2'043'940 CHF | 2'047'520 CHF | 100.00% | 100.00% |
29.11.2024 | 0.19% | 11.49 CHF | 11.51 CHF | 180'000 | 180'000 | 177'629 | 177'629 | 2'027'070 CHF | 2'030'640 CHF | 100.00% | 100.00% |
28.11.2024 | 0.19% | 11.41 CHF | 11.43 CHF | 90'000 | 90'000 | 158'802 | 158'802 | 1'806'360 CHF | 1'809'550 CHF | 100.00% | 100.00% |
27.11.2024 | 0.19% | 11.44 CHF | 11.46 CHF | 180'000 | 180'000 | 177'633 | 177'633 | 2'029'490 CHF | 2'033'060 CHF | 100.00% | 100.00% |
26.11.2024 | 0.19% | 11.19 CHF | 11.21 CHF | 180'000 | 180'000 | 177'635 | 177'635 | 2'005'490 CHF | 2'009'070 CHF | 99.95% | 99.95% |
25.11.2024 | 0.19% | 11.34 CHF | 11.36 CHF | 180'000 | 180'000 | 177'635 | 177'635 | 2'008'550 CHF | 2'012'120 CHF | 100.00% | 100.00% |
22.11.2024 | 0.20% | 10.92 CHF | 10.94 CHF | 180'000 | 180'000 | 177'634 | 177'634 | 1'898'780 CHF | 1'902'350 CHF | 100.00% | 100.00% |
20.11.2024 | 0.21% | 10.02 CHF | 10.04 CHF | 180'000 | 180'000 | 177'638 | 177'638 | 1'802'800 CHF | 1'806'380 CHF | 100.00% | 100.00% |
19.11.2024 | 0.21% | 9.99 CHF | 10.01 CHF | 180'000 | 180'000 | 177'635 | 177'635 | 1'768'660 CHF | 1'772'240 CHF | 100.00% | 100.00% |