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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.40% | 2.55 CHF | 2.56 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'521'590 CHF | 2'531'590 CHF | 99.46% | 99.46% |
19.11.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'497'850 CHF | 2'507'850 CHF | 100.00% | 100.00% |
18.11.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'523'480 CHF | 2'533'480 CHF | 99.30% | 99.30% |
15.11.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'523'940 CHF | 2'533'940 CHF | 98.67% | 98.67% |
14.11.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'550'540 CHF | 2'560'540 CHF | 100.00% | 100.00% |
13.11.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'465'570 CHF | 2'475'570 CHF | 99.08% | 99.08% |
12.11.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'458'120 CHF | 2'468'120 CHF | 99.82% | 99.82% |
11.11.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'414'250 CHF | 2'424'250 CHF | 99.78% | 99.78% |
08.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'304'640 CHF | 2'314'640 CHF | 99.17% | 99.17% |
07.11.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'306'070 CHF | 2'316'070 CHF | 99.96% | 99.96% |