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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'241'380 CHF | 1'251'380 CHF | 99.38% | 99.38% |
20.11.2024 | 0.89% | 1.15 CHF | 1.16 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'119'720 CHF | 1'129'720 CHF | 99.46% | 99.46% |
19.11.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'100'520 CHF | 1'110'520 CHF | 100.00% | 100.00% |
18.11.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'119'270 CHF | 1'129'270 CHF | 99.29% | 99.29% |
15.11.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'116'970 CHF | 1'126'970 CHF | 98.67% | 98.67% |
14.11.2024 | 0.87% | 1.11 CHF | 1.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'142'590 CHF | 1'152'590 CHF | 100.00% | 100.00% |
13.11.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'067'000 CHF | 1'077'000 CHF | 99.08% | 99.08% |
12.11.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'060'920 CHF | 1'070'920 CHF | 99.80% | 99.80% |
11.11.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'020'590 CHF | 1'030'590 CHF | 99.77% | 99.77% |
08.11.2024 | 1.08% | 0.96 CHF | 0.97 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 922'090 CHF | 932'090 CHF | 99.16% | 99.16% |