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 | 0,66% | 1,54 CHF | 1,55 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 512 370 CHF | 1 522 370 CHF | 99,47% | 99,47% |
19/11/2024 | 0,67% | 1,47 CHF | 1,48 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 492 140 CHF | 1 502 140 CHF | 100,00% | 100,00% |
18/11/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 513 490 CHF | 1 523 490 CHF | 99,30% | 99,30% |
15/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 512 670 CHF | 1 522 670 CHF | 98,67% | 98,67% |
14/11/2024 | 0,65% | 1,51 CHF | 1,52 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 538 270 CHF | 1 548 270 CHF | 100,00% | 100,00% |
13/11/2024 | 0,68% | 1,50 CHF | 1,51 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 458 530 CHF | 1 468 530 CHF | 99,08% | 99,08% |
12/11/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 452 650 CHF | 1 462 650 CHF | 99,82% | 99,82% |
11/11/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 411 590 CHF | 1 421 590 CHF | 99,78% | 99,78% |
08/11/2024 | 0,76% | 1,35 CHF | 1,36 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 310 210 CHF | 1 320 210 CHF | 99,17% | 99,17% |
07/11/2024 | 0,76% | 1,29 CHF | 1,30 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 307 600 CHF | 1 317 600 CHF | 99,96% | 99,96% |