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 | 0.31% | 6.63 CHF | 6.65 CHF | 210'000 | 210'000 | 207'243 | 207'243 | 1'397'010 CHF | 1'401'180 CHF | 100.00% | 100.00% |
02.12.2024 | 0.31% | 6.80 CHF | 6.82 CHF | 210'000 | 210'000 | 207'244 | 207'244 | 1'422'640 CHF | 1'426'810 CHF | 100.00% | 100.00% |
29.11.2024 | 0.31% | 6.86 CHF | 6.88 CHF | 210'000 | 210'000 | 207'243 | 207'243 | 1'412'110 CHF | 1'416'280 CHF | 100.00% | 100.00% |
28.11.2024 | 0.31% | 6.82 CHF | 6.84 CHF | 110'000 | 110'000 | 186'316 | 186'316 | 1'263'740 CHF | 1'267'480 CHF | 100.00% | 100.00% |
27.11.2024 | 0.31% | 6.84 CHF | 6.86 CHF | 210'000 | 210'000 | 207'241 | 207'241 | 1'411'750 CHF | 1'415'920 CHF | 100.00% | 100.00% |
26.11.2024 | 0.32% | 6.60 CHF | 6.62 CHF | 210'000 | 210'000 | 207'242 | 207'242 | 1'388'470 CHF | 1'392'640 CHF | 100.00% | 100.00% |
25.11.2024 | 0.32% | 6.74 CHF | 6.76 CHF | 220'000 | 220'000 | 217'110 | 217'110 | 1'450'460 CHF | 1'454'830 CHF | 100.00% | 100.00% |
22.11.2024 | 0.34% | 6.32 CHF | 6.34 CHF | 220'000 | 220'000 | 217'109 | 217'109 | 1'333'270 CHF | 1'337'640 CHF | 100.00% | 100.00% |
20.11.2024 | 0.37% | 5.59 CHF | 5.61 CHF | 230'000 | 230'000 | 226'981 | 226'981 | 1'290'750 CHF | 1'295'320 CHF | 100.00% | 100.00% |
19.11.2024 | 0.38% | 5.56 CHF | 5.58 CHF | 230'000 | 230'000 | 226'972 | 226'972 | 1'252'000 CHF | 1'256'560 CHF | 100.00% | 100.00% |