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% | 1.47 CHF | 1.48 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'440'800 CHF | 1'450'800 CHF | 99.44% | 99.44% |
19.11.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'420'870 CHF | 1'430'870 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 | 1'442'170 CHF | 1'452'170 CHF | 99.27% | 99.27% |
15.11.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'440'730 CHF | 1'450'730 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 | 1'466'140 CHF | 1'476'140 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 | 1'387'990 CHF | 1'397'990 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 | 1'381'590 CHF | 1'391'590 CHF | 99.81% | 99.81% |
11.11.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'340'680 CHF | 1'350'680 CHF | 99.76% | 99.76% |
08.11.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'239'370 CHF | 1'249'370 CHF | 99.15% | 99.15% |
07.11.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'236'630 CHF | 1'246'630 CHF | 99.96% | 99.96% |