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 | 1.35% | 0.74 CHF | 0.75 CHF | 2'411'800 | 2'411'800 | 2'411'800 | 2'411'800 | 1'772'350 CHF | 1'796'460 CHF | 100.00% | 100.00% |
02.12.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 2'345'800 | 2'345'800 | 2'345'800 | 2'345'800 | 1'737'720 CHF | 1'761'180 CHF | 100.00% | 100.00% |
29.11.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 2'291'700 | 2'291'700 | 2'291'700 | 2'291'700 | 1'759'900 CHF | 1'782'820 CHF | 100.00% | 100.00% |
28.11.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 2'227'400 | 2'227'400 | 2'227'400 | 2'227'400 | 1'719'980 CHF | 1'742'250 CHF | 100.00% | 100.00% |
27.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 2'216'900 | 2'216'900 | 2'216'900 | 2'216'900 | 1'753'460 CHF | 1'775'630 CHF | 100.00% | 100.00% |
26.11.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 2'260'600 | 2'260'600 | 2'260'600 | 2'260'600 | 1'772'910 CHF | 1'795'520 CHF | 100.00% | 100.00% |
25.11.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 2'297'600 | 2'297'600 | 2'297'600 | 2'297'600 | 1'764'010 CHF | 1'786'980 CHF | 100.00% | 100.00% |
22.11.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 2'175'200 | 2'175'200 | 2'175'200 | 2'175'200 | 1'678'580 CHF | 1'700'330 CHF | 99.98% | 99.98% |
20.11.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 2'128'300 | 2'128'300 | 2'128'300 | 2'128'300 | 1'703'530 CHF | 1'724'820 CHF | 100.00% | 100.00% |
19.11.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 2'219'000 | 2'219'000 | 2'219'000 | 2'219'000 | 1'817'580 CHF | 1'839'770 CHF | 100.00% | 100.00% |