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 | 0.63% | 1.53 CHF | 1.54 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 1'582'370 CHF | 318'474 CHF | 99.37% | 99.37% |
19.11.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 1'488'540 CHF | 299'707 CHF | 99.37% | 99.37% |
18.11.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 1'535'350 CHF | 309'070 CHF | 99.25% | 99.25% |
15.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 1'517'970 CHF | 305'593 CHF | 99.37% | 99.37% |
14.11.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 1'541'480 CHF | 310'295 CHF | 99.36% | 99.36% |
13.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 1'516'000 CHF | 305'201 CHF | 99.37% | 99.37% |
12.11.2024 | 0.62% | 1.55 CHF | 1.56 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 1'604'870 CHF | 322'975 CHF | 99.37% | 99.37% |
11.11.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 1'631'700 CHF | 328'340 CHF | 99.37% | 99.37% |
08.11.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 1'573'370 CHF | 316'674 CHF | 99.37% | 99.37% |
07.11.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 1'707'180 CHF | 343'437 CHF | 98.37% | 98.37% |