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 | 0.79% | 1.29 CHF | 1.30 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'261'120 CHF | 1'271'120 CHF | 99.47% | 99.47% |
19.11.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'241'560 CHF | 1'251'560 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'261'380 CHF | 1'271'380 CHF | 99.30% | 99.30% |
15.11.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'259'260 CHF | 1'269'260 CHF | 98.67% | 98.67% |
14.11.2024 | 0.78% | 1.25 CHF | 1.26 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'284'560 CHF | 1'294'560 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'207'990 CHF | 1'217'990 CHF | 99.08% | 99.08% |
12.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'201'660 CHF | 1'211'660 CHF | 99.82% | 99.82% |
11.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'161'140 CHF | 1'171'140 CHF | 99.78% | 99.78% |
08.11.2024 | 0.94% | 1.10 CHF | 1.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'061'690 CHF | 1'071'690 CHF | 99.11% | 99.11% |
07.11.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'058'200 CHF | 1'068'200 CHF | 99.96% | 99.96% |