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% | 1'045.00 CHF | 1'050.00 CHF | 4'400 | 4'400 | 4'400 | 4'400 | 4'598'000 CHF | 4'620'000 CHF | 99.92% | 99.92% |
02.12.2024 | 0.48% | 1'045.00 CHF | 1'050.00 CHF | 4'400 | 4'400 | 4'400 | 4'400 | 4'597'200 CHF | 4'619'200 CHF | 100.00% | 100.00% |
29.11.2024 | 0.48% | 1'040.00 CHF | 1'045.00 CHF | 4'400 | 4'400 | 4'400 | 4'400 | 4'576'000 CHF | 4'598'000 CHF | 100.00% | 100.00% |
28.11.2024 | 0.48% | 1'040.00 CHF | 1'045.00 CHF | 4'400 | 4'400 | 4'400 | 4'400 | 4'565'850 CHF | 4'587'850 CHF | 100.00% | 100.00% |
27.11.2024 | 0.48% | 1'035.00 CHF | 1'040.00 CHF | 4'400 | 4'400 | 4'400 | 4'400 | 4'554'000 CHF | 4'576'000 CHF | 99.90% | 99.90% |
26.11.2024 | 0.48% | 1'035.00 CHF | 1'040.00 CHF | 4'400 | 4'353 | 4'400 | 4'392 | 4'554'000 CHF | 4'567'520 CHF | 100.00% | 100.00% |
25.11.2024 | 0.48% | 1'040.00 CHF | 1'045.00 CHF | 4'400 | 4'400 | 4'400 | 4'400 | 4'576'000 CHF | 4'598'000 CHF | 100.00% | 100.00% |
22.11.2024 | 0.48% | 1'040.00 CHF | 1'045.00 CHF | 4'400 | 4'400 | 4'400 | 4'400 | 4'566'110 CHF | 4'588'110 CHF | 99.63% | 99.63% |
20.11.2024 | 0.48% | 1'030.00 CHF | 1'035.00 CHF | 4'400 | 4'384 | 4'400 | 4'399 | 4'537'940 CHF | 4'558'630 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 1'030.00 CHF | 1'035.00 CHF | 4'400 | 4'400 | 4'400 | 4'400 | 4'535'210 CHF | 4'557'210 CHF | 99.86% | 99.86% |