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 | 0,73% | 1,40 CHF | 1,41 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 373 400 CHF | 1 383 400 CHF | 99,47% | 99,47% |
19/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 353 470 CHF | 1 363 470 CHF | 100,00% | 100,00% |
18/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 374 230 CHF | 1 384 230 CHF | 99,30% | 99,30% |
15/11/2024 | 0,73% | 1,39 CHF | 1,40 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 373 190 CHF | 1 383 190 CHF | 98,67% | 98,67% |
14/11/2024 | 0,71% | 1,37 CHF | 1,38 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 397 800 CHF | 1 407 800 CHF | 100,00% | 100,00% |
13/11/2024 | 0,76% | 1,36 CHF | 1,37 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 319 420 CHF | 1 329 420 CHF | 99,08% | 99,08% |
12/11/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 313 930 CHF | 1 323 930 CHF | 99,82% | 99,82% |
11/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 273 620 CHF | 1 283 620 CHF | 99,78% | 99,78% |
08/11/2024 | 0,85% | 1,21 CHF | 1,22 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 172 450 CHF | 1 182 450 CHF | 99,11% | 99,11% |
07/11/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 170 290 CHF | 1 180 290 CHF | 99,96% | 99,96% |