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 | 1.02% | 1.01 CHF | 1.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 975'251 CHF | 985'251 CHF | 99.46% | 99.46% |
19.11.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 956'431 CHF | 966'431 CHF | 100.00% | 100.00% |
18.11.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 975'073 CHF | 985'073 CHF | 99.30% | 99.30% |
15.11.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 972'765 CHF | 982'765 CHF | 98.67% | 98.67% |
14.11.2024 | 1.00% | 0.97 CHF | 0.98 CHF | 1'000'000 | 1'000'000 | 999'999 | 1'000'000 | 997'536 CHF | 1'007'540 CHF | 100.00% | 100.00% |
13.11.2024 | 1.08% | 0.96 CHF | 0.97 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 921'976 CHF | 931'976 CHF | 99.08% | 99.08% |
12.11.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 917'925 CHF | 927'925 CHF | 99.82% | 99.82% |
11.11.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 877'856 CHF | 887'856 CHF | 99.77% | 99.77% |
08.11.2024 | 1.27% | 0.81 CHF | 0.82 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 779'842 CHF | 789'842 CHF | 99.17% | 99.17% |
07.11.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 775'506 CHF | 785'506 CHF | 99.96% | 99.96% |