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 | 0.66% | 1.46 CHF | 1.47 CHF | 1'039'800 | 1'039'800 | 1'039'800 | 1'039'800 | 1'569'540 CHF | 1'579'930 CHF | 100.00% | 100.00% |
02.12.2024 | 0.64% | 1.52 CHF | 1.53 CHF | 1'009'500 | 1'009'500 | 1'009'500 | 1'009'500 | 1'576'360 CHF | 1'586'450 CHF | 100.00% | 100.00% |
29.11.2024 | 0.65% | 1.58 CHF | 1.59 CHF | 1'053'600 | 1'053'600 | 1'053'600 | 1'053'600 | 1'627'860 CHF | 1'638'390 CHF | 100.00% | 100.00% |
28.11.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 526'800 | 526'800 | 938'549 | 938'549 | 1'424'580 CHF | 1'433'970 CHF | 100.00% | 100.00% |
27.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 1'019'400 | 1'019'400 | 1'019'400 | 1'019'400 | 1'581'150 CHF | 1'591'340 CHF | 100.00% | 100.00% |
26.11.2024 | 0.68% | 1.42 CHF | 1.43 CHF | 1'050'500 | 1'050'500 | 1'050'500 | 1'050'500 | 1'543'960 CHF | 1'554'470 CHF | 100.00% | 100.00% |
25.11.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 1'159'200 | 1'159'200 | 1'159'200 | 1'159'200 | 1'704'770 CHF | 1'716'370 CHF | 100.00% | 100.00% |
22.11.2024 | 0.82% | 1.30 CHF | 1.31 CHF | 1'280'000 | 1'280'000 | 1'280'000 | 1'280'000 | 1'565'630 CHF | 1'578'430 CHF | 100.00% | 100.00% |
20.11.2024 | 0.95% | 1.01 CHF | 1.02 CHF | 1'476'000 | 1'476'000 | 1'476'000 | 1'476'000 | 1'548'650 CHF | 1'563'410 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 1'428'300 | 1'428'300 | 1'428'300 | 1'428'300 | 1'422'920 CHF | 1'437'210 CHF | 100.00% | 100.00% |