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 | 0,69% | 1,48 CHF | 1,49 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 445 260 CHF | 1 455 260 CHF | 99,46% | 99,46% |
19/11/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 425 150 CHF | 1 435 150 CHF | 100,00% | 100,00% |
18/11/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 445 800 CHF | 1 455 800 CHF | 99,30% | 99,30% |
15/11/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 444 920 CHF | 1 454 920 CHF | 98,67% | 98,67% |
14/11/2024 | 0,68% | 1,44 CHF | 1,45 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 469 760 CHF | 1 479 760 CHF | 100,00% | 100,00% |
13/11/2024 | 0,72% | 1,43 CHF | 1,44 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 390 670 CHF | 1 400 670 CHF | 99,08% | 99,08% |
12/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 385 590 CHF | 1 395 590 CHF | 99,81% | 99,81% |
11/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 345 090 CHF | 1 355 090 CHF | 99,78% | 99,78% |
08/11/2024 | 0,80% | 1,28 CHF | 1,29 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 243 020 CHF | 1 253 020 CHF | 99,17% | 99,17% |
07/11/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 241 120 CHF | 1 251 120 CHF | 99,96% | 99,96% |