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 | 0,65% | 1,53 CHF | 1,54 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 541 360 CHF | 1 551 360 CHF | 100,00% | 100,00% |
19/11/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 451 810 CHF | 1 461 810 CHF | 100,00% | 100,00% |
18/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 508 920 CHF | 1 518 920 CHF | 100,00% | 100,00% |
15/11/2024 | 0,65% | 1,50 CHF | 1,51 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 532 170 CHF | 1 542 170 CHF | 100,00% | 100,00% |
14/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 560 920 CHF | 1 570 920 CHF | 100,00% | 100,00% |
13/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 500 480 CHF | 1 510 480 CHF | 100,00% | 100,00% |
12/11/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 463 420 CHF | 1 473 420 CHF | 100,00% | 100,00% |
11/11/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 440 990 CHF | 1 450 990 CHF | 100,00% | 100,00% |
08/11/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 366 170 CHF | 1 376 170 CHF | 100,00% | 100,00% |
07/11/2024 | 0,70% | 1,40 CHF | 1,41 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 430 390 CHF | 1 440 390 CHF | 100,00% | 100,00% |