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 | 1.36% | 0.76 CHF | 0.77 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 727'864 CHF | 737'864 CHF | 99.46% | 99.46% |
19.11.2024 | 1.40% | 0.69 CHF | 0.70 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 709'625 CHF | 719'625 CHF | 100.00% | 100.00% |
18.11.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 726'680 CHF | 736'680 CHF | 99.30% | 99.30% |
15.11.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 723'812 CHF | 733'812 CHF | 98.67% | 98.67% |
14.11.2024 | 1.33% | 0.72 CHF | 0.73 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 748'708 CHF | 758'708 CHF | 100.00% | 100.00% |
13.11.2024 | 1.47% | 0.71 CHF | 0.72 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 675'759 CHF | 685'759 CHF | 99.08% | 99.08% |
12.11.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 670'329 CHF | 680'329 CHF | 99.81% | 99.81% |
11.11.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 630'779 CHF | 640'779 CHF | 99.77% | 99.77% |
08.11.2024 | 1.86% | 0.57 CHF | 0.58 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 534'407 CHF | 544'407 CHF | 99.16% | 99.16% |
07.11.2024 | 1.87% | 0.51 CHF | 0.52 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 530'894 CHF | 540'894 CHF | 99.96% | 99.96% |