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 | 3.20% | 0.31 CHF | 0.32 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 307'129 CHF | 317'129 CHF | 96.53% | 96.53% |
19.11.2024 | 3.13% | 0.31 CHF | 0.32 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 314'970 CHF | 324'970 CHF | 92.78% | 92.78% |
18.11.2024 | 3.21% | 0.30 CHF | 0.31 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 306'482 CHF | 316'482 CHF | 97.48% | 97.48% |
15.11.2024 | 3.28% | 0.31 CHF | 0.32 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 300'309 CHF | 310'309 CHF | 99.65% | 99.65% |
14.11.2024 | 3.35% | 0.29 CHF | 0.30 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 293'478 CHF | 303'478 CHF | 86.35% | 86.35% |
13.11.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 1'000'000 | 1'000'000 | 967'481 | 967'481 | 290'244 CHF | 299'938 CHF | 99.08% | 99.08% |
12.11.2024 | 3.39% | 0.30 CHF | 0.31 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 289'782 CHF | 299'782 CHF | 99.18% | 99.18% |
11.11.2024 | 3.58% | 0.28 CHF | 0.29 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 274'620 CHF | 284'620 CHF | 99.34% | 99.34% |
08.11.2024 | 3.44% | 0.29 CHF | 0.30 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 285'578 CHF | 295'578 CHF | 96.27% | 96.27% |
07.11.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 270'134 CHF | 280'134 CHF | 89.64% | 89.64% |