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 | 0,89% | 1,15 CHF | 1,16 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 116 160 CHF | 1 126 160 CHF | 99,45% | 99,45% |
19/11/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 096 770 CHF | 1 106 770 CHF | 100,00% | 100,00% |
18/11/2024 | 0,89% | 1,10 CHF | 1,11 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 115 930 CHF | 1 125 930 CHF | 99,29% | 99,29% |
15/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 113 770 CHF | 1 123 770 CHF | 98,67% | 98,67% |
14/11/2024 | 0,87% | 1,11 CHF | 1,12 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 139 110 CHF | 1 149 110 CHF | 100,00% | 100,00% |
13/11/2024 | 0,94% | 1,10 CHF | 1,11 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 062 480 CHF | 1 072 480 CHF | 99,08% | 99,08% |
12/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 058 140 CHF | 1 068 140 CHF | 99,78% | 99,78% |
11/11/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 017 800 CHF | 1 027 800 CHF | 99,77% | 99,77% |
08/11/2024 | 1,08% | 0,95 CHF | 0,96 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 918 206 CHF | 928 206 CHF | 99,16% | 99,16% |
07/11/2024 | 1,09% | 0,89 CHF | 0,90 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 914 453 CHF | 924 453 CHF | 100,00% | 100,00% |