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 | 0.69% | 1.39 CHF | 1.40 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 1'443'770 CHF | 290'753 CHF | 99.37% | 99.37% |
19.11.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 1'350'190 CHF | 272'039 CHF | 99.38% | 99.38% |
18.11.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 1'397'360 CHF | 281'472 CHF | 99.25% | 99.25% |
15.11.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 1'379'850 CHF | 277'970 CHF | 99.38% | 99.38% |
14.11.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 1'403'310 CHF | 282'662 CHF | 99.36% | 99.36% |
13.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 1'378'600 CHF | 277'720 CHF | 99.38% | 99.38% |
12.11.2024 | 0.68% | 1.41 CHF | 1.42 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 1'466'830 CHF | 295'367 CHF | 99.38% | 99.38% |
11.11.2024 | 0.67% | 1.53 CHF | 1.54 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 1'494'200 CHF | 300'839 CHF | 99.36% | 99.36% |
08.11.2024 | 0.69% | 1.42 CHF | 1.43 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 1'435'380 CHF | 289'077 CHF | 99.37% | 99.37% |
07.11.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 1'569'350 CHF | 315'870 CHF | 98.37% | 98.37% |