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 | 1.60% | 0.65 CHF | 0.66 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 622'041 CHF | 632'041 CHF | 99.47% | 99.47% |
19.11.2024 | 1.64% | 0.59 CHF | 0.60 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 604'366 CHF | 614'366 CHF | 100.00% | 100.00% |
18.11.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 621'768 CHF | 631'768 CHF | 99.30% | 99.30% |
15.11.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 617'971 CHF | 627'971 CHF | 98.67% | 98.67% |
14.11.2024 | 1.54% | 0.61 CHF | 0.62 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 642'916 CHF | 652'916 CHF | 100.00% | 100.00% |
13.11.2024 | 1.74% | 0.61 CHF | 0.62 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 569'972 CHF | 579'972 CHF | 99.08% | 99.08% |
12.11.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 565'836 CHF | 575'836 CHF | 99.82% | 99.82% |
11.11.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 527'885 CHF | 537'885 CHF | 99.78% | 99.78% |
08.11.2024 | 2.29% | 0.46 CHF | 0.47 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 431'770 CHF | 441'770 CHF | 99.11% | 99.11% |
07.11.2024 | 2.32% | 0.41 CHF | 0.42 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 426'322 CHF | 436'322 CHF | 99.96% | 99.96% |