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% | 1,47 CHF | 1,48 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 440 800 CHF | 1 450 800 CHF | 99,44% | 99,44% |
19/11/2024 | 0,70% | 1,40 CHF | 1,41 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 420 870 CHF | 1 430 870 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 | 1 442 170 CHF | 1 452 170 CHF | 99,27% | 99,27% |
15/11/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 440 730 CHF | 1 450 730 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 | 1 466 140 CHF | 1 476 140 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 | 1 387 990 CHF | 1 397 990 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 | 1 381 590 CHF | 1 391 590 CHF | 99,81% | 99,81% |
11/11/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 340 680 CHF | 1 350 680 CHF | 99,76% | 99,76% |
08/11/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 239 370 CHF | 1 249 370 CHF | 99,15% | 99,15% |
07/11/2024 | 0,81% | 1,21 CHF | 1,22 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 236 630 CHF | 1 246 630 CHF | 99,96% | 99,96% |