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 | 1,36% | 0,76 CHF | 0,77 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 727 864 CHF | 737 864 CHF | 99,46% | 99,46% |
19/11/2024 | 1,40% | 0,69 CHF | 0,70 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 709 625 CHF | 719 625 CHF | 100,00% | 100,00% |
18/11/2024 | 1,37% | 0,71 CHF | 0,72 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 726 680 CHF | 736 680 CHF | 99,30% | 99,30% |
15/11/2024 | 1,37% | 0,74 CHF | 0,75 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 723 812 CHF | 733 812 CHF | 98,67% | 98,67% |
14/11/2024 | 1,33% | 0,72 CHF | 0,73 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 748 708 CHF | 758 708 CHF | 100,00% | 100,00% |
13/11/2024 | 1,47% | 0,71 CHF | 0,72 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 675 759 CHF | 685 759 CHF | 99,08% | 99,08% |
12/11/2024 | 1,48% | 0,68 CHF | 0,69 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 670 329 CHF | 680 329 CHF | 99,81% | 99,81% |
11/11/2024 | 1,57% | 0,64 CHF | 0,65 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 630 779 CHF | 640 779 CHF | 99,77% | 99,77% |
08/11/2024 | 1,86% | 0,57 CHF | 0,58 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 534 407 CHF | 544 407 CHF | 99,16% | 99,16% |
07/11/2024 | 1,87% | 0,51 CHF | 0,52 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 530 894 CHF | 540 894 CHF | 99,96% | 99,96% |