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 | 0.95% | 1.07 CHF | 1.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'043'200 CHF | 1'053'200 CHF | 99.44% | 99.44% |
19.11.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'024'350 CHF | 1'034'350 CHF | 100.00% | 100.00% |
18.11.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'043'590 CHF | 1'053'590 CHF | 99.28% | 99.28% |
15.11.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'042'140 CHF | 1'052'140 CHF | 98.67% | 98.67% |
14.11.2024 | 0.93% | 1.04 CHF | 1.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'066'120 CHF | 1'076'120 CHF | 100.00% | 100.00% |
13.11.2024 | 1.01% | 1.03 CHF | 1.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 990'022 CHF | 1'000'020 CHF | 99.08% | 99.08% |
12.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 985'300 CHF | 995'300 CHF | 99.82% | 99.82% |
11.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 946'115 CHF | 956'115 CHF | 99.76% | 99.76% |
08.11.2024 | 1.17% | 0.88 CHF | 0.89 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 846'514 CHF | 856'514 CHF | 99.16% | 99.16% |
07.11.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 843'569 CHF | 853'569 CHF | 99.96% | 99.96% |