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 | 0,75% | 1,24 CHF | 1,25 CHF | 1 000 000 | 925 000 | 1 000 000 | 925 000 | 1 327 810 CHF | 1 237 480 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 1,27 CHF | 1,28 CHF | 1 000 000 | 925 000 | 1 000 000 | 925 000 | 1 234 000 CHF | 1 150 700 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 1,29 CHF | 1,30 CHF | 1 000 000 | 925 000 | 1 000 000 | 929 554 | 1 244 580 CHF | 1 166 180 CHF | 100,00% | 100,00% |
15/11/2024 | 0,73% | 1,24 CHF | 1,25 CHF | 1 000 000 | 930 000 | 998 775 | 928 886 | 1 372 450 CHF | 1 285 700 CHF | 100,00% | 100,00% |
14/11/2024 | 0,63% | 1,55 CHF | 1,56 CHF | 1 000 000 | 930 000 | 997 701 | 927 909 | 1 577 620 CHF | 1 476 550 CHF | 100,00% | 100,00% |
13/11/2024 | 0,63% | 1,56 CHF | 1,57 CHF | 1 000 000 | 930 000 | 997 871 | 923 355 | 1 571 840 CHF | 1 463 670 CHF | 100,00% | 100,00% |
12/11/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 1 000 000 | 919 950 | 999 997 | 914 613 | 1 603 260 CHF | 1 475 520 CHF | 100,00% | 100,00% |
11/11/2024 | 0,60% | 1,62 CHF | 1,63 CHF | 1 000 000 | 913 850 | 999 994 | 903 159 | 1 652 210 CHF | 1 501 200 CHF | 100,00% | 100,00% |
08/11/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 1 000 000 | 901 850 | 997 809 | 900 056 | 1 587 080 CHF | 1 440 610 CHF | 100,00% | 100,00% |
07/11/2024 | 0,67% | 1,56 CHF | 1,57 CHF | 1 000 000 | 906 850 | 997 869 | 905 838 | 1 476 620 CHF | 1 349 390 CHF | 100,00% | 100,00% |