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 | 0.81% | 1.25 CHF | 1.26 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'222'900 CHF | 1'232'900 CHF | 99.44% | 99.44% |
19.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'203'520 CHF | 1'213'520 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'223'580 CHF | 1'233'580 CHF | 99.28% | 99.28% |
15.11.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'221'510 CHF | 1'231'510 CHF | 98.67% | 98.67% |
14.11.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'246'650 CHF | 1'256'650 CHF | 100.00% | 100.00% |
13.11.2024 | 0.85% | 1.21 CHF | 1.22 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'169'410 CHF | 1'179'410 CHF | 99.08% | 99.08% |
12.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'164'010 CHF | 1'174'010 CHF | 99.81% | 99.81% |
11.11.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'123'310 CHF | 1'133'310 CHF | 99.76% | 99.76% |
08.11.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'023'930 CHF | 1'033'930 CHF | 99.15% | 99.15% |
07.11.2024 | 0.97% | 1.00 CHF | 1.01 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'021'520 CHF | 1'031'520 CHF | 99.96% | 99.96% |