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 | 0.37% | 2.70 CHF | 2.71 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'709'130 CHF | 2'719'130 CHF | 100.00% | 100.00% |
02.12.2024 | 0.36% | 2.73 CHF | 2.74 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'735'560 CHF | 2'745'560 CHF | 100.00% | 100.00% |
29.11.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'719'080 CHF | 2'729'080 CHF | 99.70% | 99.70% |
28.11.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'792'540 CHF | 2'802'540 CHF | 100.00% | 100.00% |
27.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'779'280 CHF | 2'789'280 CHF | 100.00% | 100.00% |
26.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'876'070 CHF | 2'886'070 CHF | 100.00% | 100.00% |
25.11.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 1'000'000 | 1'000'000 | 999'469 | 999'469 | 2'905'720 CHF | 2'915'720 CHF | 100.00% | 100.00% |
22.11.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'923'180 CHF | 2'933'180 CHF | 99.99% | 99.99% |
20.11.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'949'970 CHF | 2'959'970 CHF | 100.00% | 100.00% |
19.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'872'630 CHF | 2'882'630 CHF | 100.00% | 100.00% |