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 | 978 946 CHF | 988 946 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 | 959 464 CHF | 969 464 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 | 977 710 CHF | 987 710 CHF | 99,29% | 99,29% |
15/11/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 975 868 CHF | 985 868 CHF | 98,67% | 98,67% |
14/11/2024 | 0,99% | 0,97 CHF | 0,98 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 001 300 CHF | 1 011 300 CHF | 100,00% | 100,00% |
13/11/2024 | 1,07% | 0,96 CHF | 0,97 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 926 621 CHF | 936 621 CHF | 99,08% | 99,08% |
12/11/2024 | 1,08% | 0,93 CHF | 0,94 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 920 674 CHF | 930 674 CHF | 99,80% | 99,80% |
11/11/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 880 649 CHF | 890 649 CHF | 99,77% | 99,77% |
08/11/2024 | 1,27% | 0,82 CHF | 0,83 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 782 508 CHF | 792 508 CHF | 99,16% | 99,16% |
07/11/2024 | 1,28% | 0,76 CHF | 0,77 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 779 184 CHF | 789 184 CHF | 99,96% | 99,96% |