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 | 0.73% | 1.39 CHF | 1.40 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'361'930 CHF | 1'371'930 CHF | 99.47% | 99.47% |
19.11.2024 | 0.74% | 1.32 CHF | 1.33 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'342'070 CHF | 1'352'070 CHF | 100.00% | 100.00% |
18.11.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'362'980 CHF | 1'372'980 CHF | 99.30% | 99.30% |
15.11.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'360'760 CHF | 1'370'760 CHF | 98.67% | 98.67% |
14.11.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'386'130 CHF | 1'396'130 CHF | 100.00% | 100.00% |
13.11.2024 | 0.76% | 1.35 CHF | 1.36 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'308'520 CHF | 1'318'520 CHF | 99.08% | 99.08% |
12.11.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'302'680 CHF | 1'312'680 CHF | 99.83% | 99.83% |
11.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'262'210 CHF | 1'272'210 CHF | 99.78% | 99.78% |
08.11.2024 | 0.86% | 1.20 CHF | 1.21 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'161'000 CHF | 1'171'000 CHF | 99.11% | 99.11% |
07.11.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'158'910 CHF | 1'168'910 CHF | 99.96% | 99.96% |