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 | 978'946 CHF | 988'946 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 | 959'464 CHF | 969'464 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 | 977'710 CHF | 987'710 CHF | 99.29% | 99.29% |
15.11.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 975'868 CHF | 985'868 CHF | 98.67% | 98.67% |
14.11.2024 | 0.99% | 0.97 CHF | 0.98 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'001'300 CHF | 1'011'300 CHF | 100.00% | 100.00% |
13.11.2024 | 1.07% | 0.96 CHF | 0.97 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 926'621 CHF | 936'621 CHF | 99.08% | 99.08% |
12.11.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 920'674 CHF | 930'674 CHF | 99.80% | 99.80% |
11.11.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 880'649 CHF | 890'649 CHF | 99.77% | 99.77% |
08.11.2024 | 1.27% | 0.82 CHF | 0.83 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 782'508 CHF | 792'508 CHF | 99.16% | 99.16% |
07.11.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 779'184 CHF | 789'184 CHF | 99.96% | 99.96% |