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 | 1.11% | 0.93 CHF | 0.94 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 894'964 CHF | 904'964 CHF | 99.46% | 99.46% |
19.11.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 876'084 CHF | 886'084 CHF | 100.00% | 100.00% |
18.11.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 894'504 CHF | 904'504 CHF | 99.30% | 99.30% |
15.11.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 892'837 CHF | 902'837 CHF | 98.67% | 98.67% |
14.11.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 916'700 CHF | 926'700 CHF | 100.00% | 100.00% |
13.11.2024 | 1.18% | 0.88 CHF | 0.89 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 841'616 CHF | 851'616 CHF | 99.08% | 99.08% |
12.11.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 837'627 CHF | 847'627 CHF | 99.81% | 99.81% |
11.11.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 798'790 CHF | 808'790 CHF | 99.78% | 99.78% |
08.11.2024 | 1.42% | 0.73 CHF | 0.74 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 700'445 CHF | 710'445 CHF | 99.11% | 99.11% |
07.11.2024 | 1.43% | 0.68 CHF | 0.69 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 696'678 CHF | 706'678 CHF | 99.96% | 99.96% |