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 | 0.36% | 2.79 CHF | 2.80 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'799'030 CHF | 2'809'030 CHF | 100.00% | 100.00% |
02.12.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'825'260 CHF | 2'835'260 CHF | 100.00% | 100.00% |
29.11.2024 | 0.36% | 2.82 CHF | 2.83 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'807'590 CHF | 2'817'590 CHF | 99.68% | 99.68% |
28.11.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'881'350 CHF | 2'891'350 CHF | 100.00% | 100.00% |
27.11.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'866'980 CHF | 2'876'980 CHF | 100.00% | 100.00% |
26.11.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'963'050 CHF | 2'973'050 CHF | 100.00% | 100.00% |
25.11.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 1'000'000 | 1'000'000 | 999'255 | 999'255 | 2'991'980 CHF | 3'001'980 CHF | 100.00% | 100.00% |
22.11.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'011'440 CHF | 3'021'440 CHF | 100.00% | 100.00% |
20.11.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'034'850 CHF | 3'044'850 CHF | 100.00% | 100.00% |
19.11.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'959'480 CHF | 2'969'480 CHF | 100.00% | 100.00% |