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 | 1.05% | 0.97 CHF | 0.98 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 2'849'010 CHF | 2'879'010 CHF | 100.00% | 100.00% |
19.11.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 2'926'430 CHF | 2'956'430 CHF | 100.00% | 100.00% |
18.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 2'821'570 CHF | 2'851'570 CHF | 100.00% | 100.00% |
15.11.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 2'787'650 CHF | 2'817'650 CHF | 100.00% | 100.00% |
14.11.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 2'780'910 CHF | 2'810'910 CHF | 100.00% | 100.00% |
13.11.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 2'922'070 CHF | 2'952'070 CHF | 100.00% | 100.00% |
12.11.2024 | 1.07% | 0.97 CHF | 0.98 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 2'786'790 CHF | 2'816'790 CHF | 100.00% | 100.00% |
11.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 2'659'970 CHF | 2'689'970 CHF | 100.00% | 100.00% |
08.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 2'804'240 CHF | 2'834'240 CHF | 100.00% | 100.00% |
07.11.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 2'771'880 CHF | 2'801'880 CHF | 99.68% | 99.68% |