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 | 1.27% | 0.80 CHF | 0.81 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 781'447 CHF | 791'447 CHF | 100.00% | 100.00% |
19.11.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 801'673 CHF | 811'673 CHF | 100.00% | 100.00% |
18.11.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 804'318 CHF | 814'318 CHF | 100.00% | 100.00% |
15.11.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 1'000'000 | 1'000'000 | 999'020 | 999'020 | 784'580 CHF | 794'570 CHF | 100.00% | 100.00% |
14.11.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 1'000'000 | 1'000'000 | 998'288 | 998'288 | 747'890 CHF | 757'873 CHF | 100.00% | 100.00% |
13.11.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 1'000'000 | 1'000'000 | 997'964 | 997'964 | 746'483 CHF | 756'462 CHF | 100.00% | 100.00% |
12.11.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 739'135 CHF | 749'135 CHF | 100.00% | 100.00% |
11.11.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 728'284 CHF | 738'284 CHF | 100.00% | 100.00% |
08.11.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 1'000'000 | 1'000'000 | 998'286 | 998'286 | 737'574 CHF | 747'557 CHF | 100.00% | 100.00% |
07.11.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 1'000'000 | 1'000'000 | 998'302 | 998'302 | 756'573 CHF | 766'556 CHF | 100.00% | 100.00% |