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 | 0.38% | 2.62 CHF | 2.63 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'625'200 CHF | 2'635'200 CHF | 100.00% | 100.00% |
02.12.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'652'200 CHF | 2'662'200 CHF | 100.00% | 100.00% |
29.11.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'635'770 CHF | 2'645'770 CHF | 99.73% | 99.73% |
28.11.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'710'870 CHF | 2'720'870 CHF | 100.00% | 100.00% |
27.11.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'695'850 CHF | 2'705'850 CHF | 100.00% | 100.00% |
26.11.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'793'540 CHF | 2'803'540 CHF | 100.00% | 100.00% |
25.11.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 1'000'000 | 1'000'000 | 999'448 | 999'448 | 2'823'260 CHF | 2'833'260 CHF | 100.00% | 100.00% |
22.11.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'841'810 CHF | 2'851'810 CHF | 100.00% | 100.00% |
20.11.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'869'170 CHF | 2'879'170 CHF | 100.00% | 100.00% |
19.11.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'791'320 CHF | 2'801'320 CHF | 99.66% | 99.66% |