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 | 0.89% | 1.15 CHF | 1.16 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'116'160 CHF | 1'126'160 CHF | 99.45% | 99.45% |
19.11.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'096'770 CHF | 1'106'770 CHF | 100.00% | 100.00% |
18.11.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'115'930 CHF | 1'125'930 CHF | 99.29% | 99.29% |
15.11.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'113'770 CHF | 1'123'770 CHF | 98.67% | 98.67% |
14.11.2024 | 0.87% | 1.11 CHF | 1.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'139'110 CHF | 1'149'110 CHF | 100.00% | 100.00% |
13.11.2024 | 0.94% | 1.10 CHF | 1.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'062'480 CHF | 1'072'480 CHF | 99.08% | 99.08% |
12.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'058'140 CHF | 1'068'140 CHF | 99.78% | 99.78% |
11.11.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'017'800 CHF | 1'027'800 CHF | 99.77% | 99.77% |
08.11.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 918'206 CHF | 928'206 CHF | 99.16% | 99.16% |
07.11.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 914'453 CHF | 924'453 CHF | 100.00% | 100.00% |