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 | 0,81% | 1,25 CHF | 1,26 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 222 900 CHF | 1 232 900 CHF | 99,44% | 99,44% |
19/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 203 520 CHF | 1 213 520 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 1,21 CHF | 1,22 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 223 580 CHF | 1 233 580 CHF | 99,28% | 99,28% |
15/11/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 221 510 CHF | 1 231 510 CHF | 98,67% | 98,67% |
14/11/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 246 650 CHF | 1 256 650 CHF | 100,00% | 100,00% |
13/11/2024 | 0,85% | 1,21 CHF | 1,22 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 169 410 CHF | 1 179 410 CHF | 99,08% | 99,08% |
12/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 164 010 CHF | 1 174 010 CHF | 99,81% | 99,81% |
11/11/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 123 310 CHF | 1 133 310 CHF | 99,76% | 99,76% |
08/11/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 023 930 CHF | 1 033 930 CHF | 99,15% | 99,15% |
07/11/2024 | 0,97% | 1,00 CHF | 1,01 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 021 520 CHF | 1 031 520 CHF | 99,96% | 99,96% |