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 | 0,95% | 1,08 CHF | 1,09 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 048 060 CHF | 1 058 060 CHF | 99,47% | 99,47% |
19/11/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 029 170 CHF | 1 039 170 CHF | 100,00% | 100,00% |
18/11/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 046 780 CHF | 1 056 780 CHF | 99,30% | 99,30% |
15/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 045 350 CHF | 1 055 350 CHF | 98,67% | 98,67% |
14/11/2024 | 0,93% | 1,04 CHF | 1,05 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 070 700 CHF | 1 080 700 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 1,03 CHF | 1,04 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 995 260 CHF | 1 005 260 CHF | 99,08% | 99,08% |
12/11/2024 | 1,01% | 1,00 CHF | 1,01 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 989 565 CHF | 999 565 CHF | 99,82% | 99,82% |
11/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 949 573 CHF | 959 573 CHF | 99,78% | 99,78% |
08/11/2024 | 1,17% | 0,89 CHF | 0,90 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 851 368 CHF | 861 368 CHF | 99,11% | 99,11% |
07/11/2024 | 1,17% | 0,83 CHF | 0,84 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 847 216 CHF | 857 216 CHF | 99,96% | 99,96% |