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 | 0.33% | 2.93 CHF | 2.94 CHF | 519'900 | 519'900 | 519'900 | 519'900 | 1'574'790 CHF | 1'579'990 CHF | 100.00% | 100.00% |
02.12.2024 | 0.32% | 3.05 CHF | 3.06 CHF | 504'800 | 504'800 | 504'800 | 504'800 | 1'581'630 CHF | 1'586'680 CHF | 100.00% | 100.00% |
29.11.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 526'800 | 526'800 | 526'800 | 526'800 | 1'633'370 CHF | 1'638'640 CHF | 100.00% | 100.00% |
28.11.2024 | 0.33% | 3.08 CHF | 3.09 CHF | 263'400 | 263'400 | 469'277 | 469'277 | 1'429'140 CHF | 1'433'830 CHF | 100.00% | 100.00% |
27.11.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 509'700 | 509'700 | 509'700 | 509'700 | 1'586'420 CHF | 1'591'520 CHF | 100.00% | 100.00% |
26.11.2024 | 0.34% | 2.84 CHF | 2.85 CHF | 525'300 | 525'300 | 525'300 | 525'300 | 1'549'510 CHF | 1'554'760 CHF | 100.00% | 100.00% |
25.11.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 579'600 | 579'600 | 579'600 | 579'600 | 1'710'590 CHF | 1'716'380 CHF | 100.00% | 100.00% |
22.11.2024 | 0.41% | 2.61 CHF | 2.62 CHF | 640'000 | 640'000 | 640'000 | 640'000 | 1'571'860 CHF | 1'578'260 CHF | 100.00% | 100.00% |
20.11.2024 | 0.47% | 2.02 CHF | 2.03 CHF | 738'000 | 738'000 | 738'000 | 738'000 | 1'556'720 CHF | 1'564'100 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 714'200 | 714'200 | 714'200 | 714'200 | 1'429'980 CHF | 1'437'120 CHF | 100.00% | 100.00% |