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 | 1,02% | 1,01 CHF | 1,02 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 975 251 CHF | 985 251 CHF | 99,46% | 99,46% |
19/11/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 956 431 CHF | 966 431 CHF | 100,00% | 100,00% |
18/11/2024 | 1,02% | 0,96 CHF | 0,97 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 975 073 CHF | 985 073 CHF | 99,30% | 99,30% |
15/11/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 972 765 CHF | 982 765 CHF | 98,67% | 98,67% |
14/11/2024 | 1,00% | 0,97 CHF | 0,98 CHF | 1 000 000 | 1 000 000 | 999 999 | 1 000 000 | 997 536 CHF | 1 007 540 CHF | 100,00% | 100,00% |
13/11/2024 | 1,08% | 0,96 CHF | 0,97 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 921 976 CHF | 931 976 CHF | 99,08% | 99,08% |
12/11/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 917 925 CHF | 927 925 CHF | 99,82% | 99,82% |
11/11/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 877 856 CHF | 887 856 CHF | 99,77% | 99,77% |
08/11/2024 | 1,27% | 0,81 CHF | 0,82 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 779 842 CHF | 789 842 CHF | 99,17% | 99,17% |
07/11/2024 | 1,28% | 0,76 CHF | 0,77 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 775 506 CHF | 785 506 CHF | 99,96% | 99,96% |