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 | 0.35% | 2.88 CHF | 2.89 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'882'670 CHF | 2'892'670 CHF | 100.00% | 100.00% |
02.12.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'909'410 CHF | 2'919'410 CHF | 100.00% | 100.00% |
29.11.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'890'470 CHF | 2'900'470 CHF | 99.70% | 99.70% |
28.11.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'962'630 CHF | 2'972'630 CHF | 100.00% | 100.00% |
27.11.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'949'490 CHF | 2'959'490 CHF | 100.00% | 100.00% |
26.11.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'044'460 CHF | 3'054'460 CHF | 100.00% | 100.00% |
25.11.2024 | 0.33% | 3.08 CHF | 3.09 CHF | 1'000'000 | 1'000'000 | 999'252 | 999'252 | 3'073'300 CHF | 3'083'300 CHF | 100.00% | 100.00% |
22.11.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'092'420 CHF | 3'102'420 CHF | 100.00% | 100.00% |
20.11.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'115'550 CHF | 3'125'550 CHF | 100.00% | 100.00% |
19.11.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'040'450 CHF | 3'050'450 CHF | 100.00% | 100.00% |