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 | 0,46% | 2,19 CHF | 2,20 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 156 820 CHF | 2 166 820 CHF | 99,45% | 99,45% |
19/11/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 134 680 CHF | 2 144 680 CHF | 100,00% | 100,00% |
18/11/2024 | 0,46% | 2,14 CHF | 2,15 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 159 630 CHF | 2 169 630 CHF | 99,28% | 99,28% |
15/11/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 158 860 CHF | 2 168 860 CHF | 98,67% | 98,67% |
14/11/2024 | 0,46% | 2,15 CHF | 2,16 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 185 380 CHF | 2 195 380 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 2,14 CHF | 2,15 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 101 440 CHF | 2 111 440 CHF | 99,08% | 99,08% |
12/11/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 095 320 CHF | 2 105 320 CHF | 99,82% | 99,82% |
11/11/2024 | 0,49% | 2,07 CHF | 2,08 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 052 670 CHF | 2 062 670 CHF | 99,76% | 99,76% |
08/11/2024 | 0,51% | 1,98 CHF | 1,99 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 945 190 CHF | 1 955 190 CHF | 99,16% | 99,16% |
07/11/2024 | 0,51% | 1,92 CHF | 1,93 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 945 380 CHF | 1 955 380 CHF | 99,96% | 99,96% |