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 | 0.48% | 1'050.00 CHF | 1'055.00 CHF | 4'500 | 4'500 | 4'500 | 4'500 | 4'725'570 CHF | 4'748'070 CHF | 99.92% | 99.92% |
02.12.2024 | 0.47% | 1'050.00 CHF | 1'055.00 CHF | 4'500 | 4'500 | 4'500 | 4'500 | 4'728'570 CHF | 4'751'070 CHF | 100.00% | 100.00% |
29.11.2024 | 0.48% | 1'050.00 CHF | 1'055.00 CHF | 4'500 | 4'500 | 4'500 | 4'500 | 4'703'120 CHF | 4'725'620 CHF | 100.00% | 100.00% |
28.11.2024 | 0.48% | 1'045.00 CHF | 1'050.00 CHF | 4'500 | 4'500 | 4'500 | 4'500 | 4'702'500 CHF | 4'725'000 CHF | 100.00% | 100.00% |
27.11.2024 | 0.48% | 1'040.00 CHF | 1'045.00 CHF | 4'500 | 4'500 | 4'500 | 4'500 | 4'680'310 CHF | 4'702'810 CHF | 99.90% | 99.90% |
26.11.2024 | 0.48% | 1'040.00 CHF | 1'045.00 CHF | 4'500 | 4'500 | 4'500 | 4'500 | 4'689'290 CHF | 4'711'790 CHF | 100.00% | 100.00% |
25.11.2024 | 0.48% | 1'045.00 CHF | 1'050.00 CHF | 4'500 | 4'500 | 4'500 | 4'500 | 4'702'500 CHF | 4'725'000 CHF | 100.00% | 100.00% |
22.11.2024 | 0.48% | 1'045.00 CHF | 1'050.00 CHF | 4'500 | 4'500 | 4'500 | 4'500 | 4'702'080 CHF | 4'724'580 CHF | 99.63% | 99.63% |
20.11.2024 | 0.48% | 1'035.00 CHF | 1'040.00 CHF | 4'500 | 4'500 | 4'500 | 4'500 | 4'674'800 CHF | 4'697'300 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 1'035.00 CHF | 1'040.00 CHF | 4'500 | 4'500 | 4'500 | 4'500 | 4'665'140 CHF | 4'687'640 CHF | 99.86% | 99.86% |