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 | 0.69% | 1.48 CHF | 1.49 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'445'260 CHF | 1'455'260 CHF | 99.46% | 99.46% |
19.11.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'425'150 CHF | 1'435'150 CHF | 100.00% | 100.00% |
18.11.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'445'800 CHF | 1'455'800 CHF | 99.30% | 99.30% |
15.11.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'444'920 CHF | 1'454'920 CHF | 98.67% | 98.67% |
14.11.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'469'760 CHF | 1'479'760 CHF | 100.00% | 100.00% |
13.11.2024 | 0.72% | 1.43 CHF | 1.44 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'390'670 CHF | 1'400'670 CHF | 99.08% | 99.08% |
12.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'385'590 CHF | 1'395'590 CHF | 99.81% | 99.81% |
11.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'345'090 CHF | 1'355'090 CHF | 99.78% | 99.78% |
08.11.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'243'020 CHF | 1'253'020 CHF | 99.17% | 99.17% |
07.11.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'241'120 CHF | 1'251'120 CHF | 99.96% | 99.96% |