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 | 0.85% | 1.19 CHF | 1.20 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'169'690 CHF | 1'179'690 CHF | 99.38% | 99.38% |
20.11.2024 | 0.95% | 1.08 CHF | 1.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'048'060 CHF | 1'058'060 CHF | 99.47% | 99.47% |
19.11.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'029'170 CHF | 1'039'170 CHF | 100.00% | 100.00% |
18.11.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'046'780 CHF | 1'056'780 CHF | 99.30% | 99.30% |
15.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'045'350 CHF | 1'055'350 CHF | 98.67% | 98.67% |
14.11.2024 | 0.93% | 1.04 CHF | 1.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'070'700 CHF | 1'080'700 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 1.03 CHF | 1.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 995'260 CHF | 1'005'260 CHF | 99.08% | 99.08% |
12.11.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 989'565 CHF | 999'565 CHF | 99.82% | 99.82% |
11.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 949'573 CHF | 959'573 CHF | 99.78% | 99.78% |
08.11.2024 | 1.17% | 0.89 CHF | 0.90 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 851'368 CHF | 861'368 CHF | 99.11% | 99.11% |