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 | 0,89% | 1,15 CHF | 1,16 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 119 720 CHF | 1 129 720 CHF | 99,46% | 99,46% |
19/11/2024 | 0,90% | 1,08 CHF | 1,09 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 100 520 CHF | 1 110 520 CHF | 100,00% | 100,00% |
18/11/2024 | 0,89% | 1,10 CHF | 1,11 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 119 270 CHF | 1 129 270 CHF | 99,29% | 99,29% |
15/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 116 970 CHF | 1 126 970 CHF | 98,67% | 98,67% |
14/11/2024 | 0,87% | 1,11 CHF | 1,12 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 142 590 CHF | 1 152 590 CHF | 100,00% | 100,00% |
13/11/2024 | 0,93% | 1,10 CHF | 1,11 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 067 000 CHF | 1 077 000 CHF | 99,08% | 99,08% |
12/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 060 920 CHF | 1 070 920 CHF | 99,80% | 99,80% |
11/11/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 020 590 CHF | 1 030 590 CHF | 99,77% | 99,77% |
08/11/2024 | 1,08% | 0,96 CHF | 0,97 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 922 090 CHF | 932 090 CHF | 99,16% | 99,16% |
07/11/2024 | 1,08% | 0,90 CHF | 0,91 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 918 184 CHF | 928 184 CHF | 99,96% | 99,96% |