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 | 0,73% | 1,39 CHF | 1,40 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 361 930 CHF | 1 371 930 CHF | 99,47% | 99,47% |
19/11/2024 | 0,74% | 1,32 CHF | 1,33 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 342 070 CHF | 1 352 070 CHF | 100,00% | 100,00% |
18/11/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 362 980 CHF | 1 372 980 CHF | 99,30% | 99,30% |
15/11/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 360 760 CHF | 1 370 760 CHF | 98,67% | 98,67% |
14/11/2024 | 0,72% | 1,36 CHF | 1,37 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 386 130 CHF | 1 396 130 CHF | 100,00% | 100,00% |
13/11/2024 | 0,76% | 1,35 CHF | 1,36 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 308 520 CHF | 1 318 520 CHF | 99,08% | 99,08% |
12/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 302 680 CHF | 1 312 680 CHF | 99,83% | 99,83% |
11/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 262 210 CHF | 1 272 210 CHF | 99,78% | 99,78% |
08/11/2024 | 0,86% | 1,20 CHF | 1,21 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 161 000 CHF | 1 171 000 CHF | 99,11% | 99,11% |
07/11/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 158 910 CHF | 1 168 910 CHF | 99,96% | 99,96% |