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 | 1,27% | 0,80 CHF | 0,81 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 781 447 CHF | 791 447 CHF | 100,00% | 100,00% |
19/11/2024 | 1,24% | 0,79 CHF | 0,80 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 801 673 CHF | 811 673 CHF | 100,00% | 100,00% |
18/11/2024 | 1,24% | 0,79 CHF | 0,80 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 804 318 CHF | 814 318 CHF | 100,00% | 100,00% |
15/11/2024 | 1,27% | 0,80 CHF | 0,81 CHF | 1 000 000 | 1 000 000 | 999 020 | 999 020 | 784 580 CHF | 794 570 CHF | 100,00% | 100,00% |
14/11/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 1 000 000 | 1 000 000 | 998 288 | 998 288 | 747 890 CHF | 757 873 CHF | 100,00% | 100,00% |
13/11/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 1 000 000 | 1 000 000 | 997 964 | 997 964 | 746 483 CHF | 756 462 CHF | 100,00% | 100,00% |
12/11/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 739 135 CHF | 749 135 CHF | 100,00% | 100,00% |
11/11/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 728 284 CHF | 738 284 CHF | 100,00% | 100,00% |
08/11/2024 | 1,34% | 0,73 CHF | 0,74 CHF | 1 000 000 | 1 000 000 | 998 286 | 998 286 | 737 574 CHF | 747 557 CHF | 100,00% | 100,00% |
07/11/2024 | 1,31% | 0,75 CHF | 0,76 CHF | 1 000 000 | 1 000 000 | 998 302 | 998 302 | 756 573 CHF | 766 556 CHF | 100,00% | 100,00% |