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 | 0,84% | 1,22 CHF | 1,23 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 190 470 CHF | 1 200 470 CHF | 99,45% | 99,45% |
19/11/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 171 070 CHF | 1 181 070 CHF | 100,00% | 100,00% |
18/11/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 190 490 CHF | 1 200 490 CHF | 99,28% | 99,28% |
15/11/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 188 130 CHF | 1 198 130 CHF | 98,67% | 98,67% |
14/11/2024 | 0,82% | 1,18 CHF | 1,19 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 213 550 CHF | 1 223 550 CHF | 100,00% | 100,00% |
13/11/2024 | 0,88% | 1,18 CHF | 1,19 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 137 500 CHF | 1 147 500 CHF | 99,08% | 99,08% |
12/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 131 270 CHF | 1 141 270 CHF | 99,82% | 99,82% |
11/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 090 740 CHF | 1 100 740 CHF | 99,76% | 99,76% |
08/11/2024 | 1,00% | 1,03 CHF | 1,04 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 991 829 CHF | 1 001 830 CHF | 99,10% | 99,10% |
07/11/2024 | 1,01% | 0,97 CHF | 0,98 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 988 202 CHF | 998 202 CHF | 99,96% | 99,96% |