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 | 0.16% | 12.77 CHF | 12.79 CHF | 190'000 | 190'000 | 187'506 | 187'506 | 2'413'260 CHF | 2'417'030 CHF | 100.00% | 100.00% |
02.12.2024 | 0.16% | 12.94 CHF | 12.96 CHF | 190'000 | 190'000 | 187'507 | 187'507 | 2'437'540 CHF | 2'441'310 CHF | 100.00% | 100.00% |
29.11.2024 | 0.16% | 12.97 CHF | 12.99 CHF | 190'000 | 190'000 | 187'497 | 187'497 | 2'420'000 CHF | 2'423'770 CHF | 100.00% | 100.00% |
28.11.2024 | 0.16% | 12.92 CHF | 12.94 CHF | 100'000 | 100'000 | 168'671 | 168'671 | 2'173'540 CHF | 2'176'930 CHF | 100.00% | 100.00% |
27.11.2024 | 0.16% | 12.94 CHF | 12.96 CHF | 190'000 | 190'000 | 187'502 | 187'502 | 2'422'470 CHF | 2'426'250 CHF | 100.00% | 100.00% |
26.11.2024 | 0.17% | 12.71 CHF | 12.73 CHF | 190'000 | 190'000 | 187'504 | 187'504 | 2'400'700 CHF | 2'404'480 CHF | 100.00% | 100.00% |
25.11.2024 | 0.17% | 12.85 CHF | 12.87 CHF | 190'000 | 190'000 | 187'504 | 187'504 | 2'398'880 CHF | 2'402'650 CHF | 100.00% | 100.00% |
22.11.2024 | 0.17% | 12.43 CHF | 12.45 CHF | 190'000 | 190'000 | 187'503 | 187'503 | 2'286'030 CHF | 2'289'800 CHF | 100.00% | 100.00% |
20.11.2024 | 0.18% | 11.53 CHF | 11.55 CHF | 190'000 | 190'000 | 187'507 | 187'507 | 2'185'360 CHF | 2'189'130 CHF | 100.00% | 100.00% |
19.11.2024 | 0.18% | 11.49 CHF | 11.51 CHF | 190'000 | 190'000 | 187'498 | 187'498 | 2'146'840 CHF | 2'150'620 CHF | 100.00% | 100.00% |