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 | 0.25% | 4.01 CHF | 4.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'012'250 CHF | 4'022'250 CHF | 100.00% | 100.00% |
02.12.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'035'540 CHF | 4'045'540 CHF | 100.00% | 100.00% |
29.11.2024 | 0.25% | 4.02 CHF | 4.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'011'390 CHF | 4'021'390 CHF | 99.69% | 99.69% |
28.11.2024 | 0.25% | 4.07 CHF | 4.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'075'050 CHF | 4'085'050 CHF | 100.00% | 100.00% |
27.11.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'062'140 CHF | 4'072'140 CHF | 100.00% | 100.00% |
26.11.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'146'210 CHF | 4'156'210 CHF | 100.00% | 100.00% |
25.11.2024 | 0.24% | 4.17 CHF | 4.18 CHF | 1'000'000 | 1'000'000 | 999'529 | 999'529 | 4'173'580 CHF | 4'183'580 CHF | 100.00% | 100.00% |
22.11.2024 | 0.24% | 4.22 CHF | 4.23 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'193'350 CHF | 4'203'350 CHF | 99.99% | 99.99% |
20.11.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'201'820 CHF | 4'211'820 CHF | 100.00% | 100.00% |
19.11.2024 | 0.24% | 4.14 CHF | 4.15 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'135'960 CHF | 4'145'960 CHF | 100.00% | 100.00% |