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 | 0.84% | 1.22 CHF | 1.23 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'190'470 CHF | 1'200'470 CHF | 99.45% | 99.45% |
19.11.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'171'070 CHF | 1'181'070 CHF | 100.00% | 100.00% |
18.11.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'190'490 CHF | 1'200'490 CHF | 99.28% | 99.28% |
15.11.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'188'130 CHF | 1'198'130 CHF | 98.67% | 98.67% |
14.11.2024 | 0.82% | 1.18 CHF | 1.19 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'213'550 CHF | 1'223'550 CHF | 100.00% | 100.00% |
13.11.2024 | 0.88% | 1.18 CHF | 1.19 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'137'500 CHF | 1'147'500 CHF | 99.08% | 99.08% |
12.11.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'131'270 CHF | 1'141'270 CHF | 99.82% | 99.82% |
11.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'090'740 CHF | 1'100'740 CHF | 99.76% | 99.76% |
08.11.2024 | 1.00% | 1.03 CHF | 1.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 991'829 CHF | 1'001'830 CHF | 99.10% | 99.10% |
07.11.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 988'202 CHF | 998'202 CHF | 99.96% | 99.96% |