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 | 1,11% | 0,93 CHF | 0,94 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 894 964 CHF | 904 964 CHF | 99,46% | 99,46% |
19/11/2024 | 1,14% | 0,86 CHF | 0,87 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 876 084 CHF | 886 084 CHF | 100,00% | 100,00% |
18/11/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 894 504 CHF | 904 504 CHF | 99,30% | 99,30% |
15/11/2024 | 1,11% | 0,91 CHF | 0,92 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 892 837 CHF | 902 837 CHF | 98,67% | 98,67% |
14/11/2024 | 1,09% | 0,89 CHF | 0,90 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 916 700 CHF | 926 700 CHF | 100,00% | 100,00% |
13/11/2024 | 1,18% | 0,88 CHF | 0,89 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 841 616 CHF | 851 616 CHF | 99,08% | 99,08% |
12/11/2024 | 1,19% | 0,84 CHF | 0,85 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 837 627 CHF | 847 627 CHF | 99,81% | 99,81% |
11/11/2024 | 1,24% | 0,81 CHF | 0,82 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 798 790 CHF | 808 790 CHF | 99,78% | 99,78% |
08/11/2024 | 1,42% | 0,73 CHF | 0,74 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 700 445 CHF | 710 445 CHF | 99,11% | 99,11% |
07/11/2024 | 1,43% | 0,68 CHF | 0,69 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 696 678 CHF | 706 678 CHF | 99,96% | 99,96% |