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 | 0.43% | 2.28 CHF | 2.29 CHF | 1'299'200 | 1'299'200 | 1'299'200 | 1'299'200 | 3'013'020 CHF | 3'026'010 CHF | 100.00% | 100.00% |
02.12.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 1'283'200 | 1'283'200 | 1'283'200 | 1'283'200 | 3'027'590 CHF | 3'040'420 CHF | 100.00% | 100.00% |
29.11.2024 | 0.43% | 2.37 CHF | 2.38 CHF | 1'308'800 | 1'308'800 | 1'308'800 | 1'308'800 | 3'060'280 CHF | 3'073'360 CHF | 100.00% | 100.00% |
28.11.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 654'400 | 654'400 | 1'165'880 | 1'165'880 | 2'705'140 CHF | 2'716'800 CHF | 100.00% | 100.00% |
27.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 1'290'000 | 1'290'000 | 1'290'000 | 1'290'000 | 3'023'150 CHF | 3'036'050 CHF | 100.00% | 100.00% |
26.11.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 1'308'200 | 1'308'200 | 1'308'200 | 1'308'200 | 2'989'260 CHF | 3'002'350 CHF | 100.00% | 100.00% |
25.11.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 1'369'700 | 1'369'700 | 1'369'700 | 1'369'700 | 3'132'100 CHF | 3'145'800 CHF | 100.00% | 100.00% |
22.11.2024 | 0.48% | 2.15 CHF | 2.16 CHF | 1'434'500 | 1'434'500 | 1'434'500 | 1'434'500 | 2'988'400 CHF | 3'002'750 CHF | 100.00% | 100.00% |
20.11.2024 | 0.52% | 1.88 CHF | 1.89 CHF | 1'533'200 | 1'533'200 | 1'533'200 | 1'533'200 | 2'943'340 CHF | 2'958'670 CHF | 100.00% | 100.00% |
19.11.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 1'510'700 | 1'510'700 | 1'510'700 | 1'510'700 | 2'823'080 CHF | 2'838'190 CHF | 100.00% | 100.00% |