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 | 0,79% | 1,29 CHF | 1,30 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 261 120 CHF | 1 271 120 CHF | 99,47% | 99,47% |
19/11/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 241 560 CHF | 1 251 560 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 261 380 CHF | 1 271 380 CHF | 99,30% | 99,30% |
15/11/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 259 260 CHF | 1 269 260 CHF | 98,67% | 98,67% |
14/11/2024 | 0,78% | 1,25 CHF | 1,26 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 284 560 CHF | 1 294 560 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 1,25 CHF | 1,26 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 207 990 CHF | 1 217 990 CHF | 99,08% | 99,08% |
12/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 201 660 CHF | 1 211 660 CHF | 99,82% | 99,82% |
11/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 161 140 CHF | 1 171 140 CHF | 99,78% | 99,78% |
08/11/2024 | 0,94% | 1,10 CHF | 1,11 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 061 690 CHF | 1 071 690 CHF | 99,11% | 99,11% |
07/11/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 058 200 CHF | 1 068 200 CHF | 99,96% | 99,96% |