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% | 1,39 CHF | 1,40 CHF | 1 000 000 | 200 000 | 1 000 000 | 200 000 | 1 443 770 CHF | 290 753 CHF | 99,37% | 99,37% |
19/11/2024 | 0,74% | 1,38 CHF | 1,39 CHF | 1 000 000 | 200 000 | 1 000 000 | 200 000 | 1 350 190 CHF | 272 039 CHF | 99,38% | 99,38% |
18/11/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 1 000 000 | 200 000 | 1 000 000 | 200 000 | 1 397 360 CHF | 281 472 CHF | 99,25% | 99,25% |
15/11/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 1 000 000 | 200 000 | 1 000 000 | 200 000 | 1 379 850 CHF | 277 970 CHF | 99,38% | 99,38% |
14/11/2024 | 0,71% | 1,43 CHF | 1,44 CHF | 1 000 000 | 200 000 | 1 000 000 | 200 000 | 1 403 310 CHF | 282 662 CHF | 99,36% | 99,36% |
13/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 1 000 000 | 200 000 | 1 000 000 | 200 000 | 1 378 600 CHF | 277 720 CHF | 99,38% | 99,38% |
12/11/2024 | 0,68% | 1,41 CHF | 1,42 CHF | 1 000 000 | 200 000 | 1 000 000 | 200 000 | 1 466 830 CHF | 295 367 CHF | 99,38% | 99,38% |
11/11/2024 | 0,67% | 1,53 CHF | 1,54 CHF | 1 000 000 | 200 000 | 1 000 000 | 200 000 | 1 494 200 CHF | 300 839 CHF | 99,36% | 99,36% |
08/11/2024 | 0,69% | 1,42 CHF | 1,43 CHF | 1 000 000 | 200 000 | 1 000 000 | 200 000 | 1 435 380 CHF | 289 077 CHF | 99,37% | 99,37% |
07/11/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 1 000 000 | 200 000 | 1 000 000 | 200 000 | 1 569 350 CHF | 315 870 CHF | 98,37% | 98,37% |