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 | 0,58% | 1,71 CHF | 1,72 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 715 840 CHF | 1 725 840 CHF | 100,00% | 100,00% |
19/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 628 290 CHF | 1 638 290 CHF | 99,65% | 99,65% |
18/11/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 685 490 CHF | 1 695 490 CHF | 100,00% | 100,00% |
15/11/2024 | 0,58% | 1,68 CHF | 1,69 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 708 600 CHF | 1 718 600 CHF | 100,00% | 100,00% |
14/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 737 320 CHF | 1 747 320 CHF | 100,00% | 100,00% |
13/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 676 050 CHF | 1 686 050 CHF | 100,00% | 100,00% |
12/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 640 070 CHF | 1 650 070 CHF | 100,00% | 100,00% |
11/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 616 670 CHF | 1 626 670 CHF | 100,00% | 100,00% |
08/11/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 1 000 000 | 1 000 000 | 999 981 | 1 000 000 | 1 543 110 CHF | 1 553 140 CHF | 100,00% | 100,00% |
07/11/2024 | 0,62% | 1,57 CHF | 1,58 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 605 600 CHF | 1 615 600 CHF | 100,00% | 100,00% |