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 | 0,40% | 2,55 CHF | 2,56 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 521 590 CHF | 2 531 590 CHF | 99,46% | 99,46% |
19/11/2024 | 0,40% | 2,48 CHF | 2,49 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 497 850 CHF | 2 507 850 CHF | 100,00% | 100,00% |
18/11/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 523 480 CHF | 2 533 480 CHF | 99,30% | 99,30% |
15/11/2024 | 0,40% | 2,54 CHF | 2,55 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 523 940 CHF | 2 533 940 CHF | 98,67% | 98,67% |
14/11/2024 | 0,39% | 2,52 CHF | 2,53 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 550 540 CHF | 2 560 540 CHF | 100,00% | 100,00% |
13/11/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 465 570 CHF | 2 475 570 CHF | 99,08% | 99,08% |
12/11/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 458 120 CHF | 2 468 120 CHF | 99,82% | 99,82% |
11/11/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 414 250 CHF | 2 424 250 CHF | 99,78% | 99,78% |
08/11/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 304 640 CHF | 2 314 640 CHF | 99,17% | 99,17% |
07/11/2024 | 0,43% | 2,28 CHF | 2,29 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 306 070 CHF | 2 316 070 CHF | 99,96% | 99,96% |