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 | 1.23% | 0.84 CHF | 0.85 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 810'559 CHF | 820'559 CHF | 99.46% | 99.46% |
19.11.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 792'269 CHF | 802'269 CHF | 100.00% | 100.00% |
18.11.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 811'087 CHF | 821'087 CHF | 99.29% | 99.29% |
15.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 807'025 CHF | 817'025 CHF | 98.67% | 98.67% |
14.11.2024 | 1.19% | 0.80 CHF | 0.81 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 832'401 CHF | 842'401 CHF | 100.00% | 100.00% |
13.11.2024 | 1.31% | 0.80 CHF | 0.81 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 758'567 CHF | 768'567 CHF | 99.08% | 99.08% |
12.11.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 753'250 CHF | 763'250 CHF | 99.79% | 99.79% |
11.11.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 713'418 CHF | 723'418 CHF | 99.77% | 99.77% |
08.11.2024 | 1.61% | 0.65 CHF | 0.66 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 617'325 CHF | 627'325 CHF | 99.16% | 99.16% |
07.11.2024 | 1.62% | 0.59 CHF | 0.60 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 612'507 CHF | 622'507 CHF | 100.00% | 100.00% |