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 | 0.66% | 1.54 CHF | 1.55 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'512'370 CHF | 1'522'370 CHF | 99.47% | 99.47% |
19.11.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'492'140 CHF | 1'502'140 CHF | 100.00% | 100.00% |
18.11.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'513'490 CHF | 1'523'490 CHF | 99.30% | 99.30% |
15.11.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'512'670 CHF | 1'522'670 CHF | 98.67% | 98.67% |
14.11.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'538'270 CHF | 1'548'270 CHF | 100.00% | 100.00% |
13.11.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'458'530 CHF | 1'468'530 CHF | 99.08% | 99.08% |
12.11.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'452'650 CHF | 1'462'650 CHF | 99.82% | 99.82% |
11.11.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'411'590 CHF | 1'421'590 CHF | 99.78% | 99.78% |
08.11.2024 | 0.76% | 1.35 CHF | 1.36 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'310'210 CHF | 1'320'210 CHF | 99.17% | 99.17% |
07.11.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'307'600 CHF | 1'317'600 CHF | 99.96% | 99.96% |