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 | 0,95% | 1,07 CHF | 1,08 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 043 200 CHF | 1 053 200 CHF | 99,44% | 99,44% |
19/11/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 024 350 CHF | 1 034 350 CHF | 100,00% | 100,00% |
18/11/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 043 590 CHF | 1 053 590 CHF | 99,28% | 99,28% |
15/11/2024 | 0,96% | 1,06 CHF | 1,07 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 042 140 CHF | 1 052 140 CHF | 98,67% | 98,67% |
14/11/2024 | 0,93% | 1,04 CHF | 1,05 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 066 120 CHF | 1 076 120 CHF | 100,00% | 100,00% |
13/11/2024 | 1,01% | 1,03 CHF | 1,04 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 990 022 CHF | 1 000 020 CHF | 99,08% | 99,08% |
12/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 985 300 CHF | 995 300 CHF | 99,82% | 99,82% |
11/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 946 115 CHF | 956 115 CHF | 99,76% | 99,76% |
08/11/2024 | 1,17% | 0,88 CHF | 0,89 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 846 514 CHF | 856 514 CHF | 99,16% | 99,16% |
07/11/2024 | 1,18% | 0,82 CHF | 0,83 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 843 569 CHF | 853 569 CHF | 99,96% | 99,96% |