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 | 0.12% | 8.18 CHF | 8.19 CHF | 543'800 | 543'800 | 543'800 | 543'800 | 4'554'710 CHF | 4'560'140 CHF | 100.00% | 100.00% |
19.11.2024 | 0.12% | 8.22 CHF | 8.23 CHF | 532'600 | 532'600 | 532'600 | 532'600 | 4'331'310 CHF | 4'336'630 CHF | 100.00% | 100.00% |
18.11.2024 | 0.12% | 8.51 CHF | 8.52 CHF | 530'300 | 530'300 | 530'300 | 530'300 | 4'511'570 CHF | 4'516'880 CHF | 100.00% | 100.00% |
15.11.2024 | 0.12% | 8.57 CHF | 8.58 CHF | 525'700 | 525'700 | 525'700 | 525'700 | 4'545'260 CHF | 4'550'510 CHF | 100.00% | 100.00% |
14.11.2024 | 0.12% | 8.71 CHF | 8.72 CHF | 546'900 | 546'900 | 546'900 | 546'900 | 4'729'710 CHF | 4'735'180 CHF | 100.00% | 100.00% |
13.11.2024 | 0.12% | 8.17 CHF | 8.18 CHF | 544'100 | 544'100 | 544'100 | 544'100 | 4'490'550 CHF | 4'495'990 CHF | 100.00% | 100.00% |
12.11.2024 | 0.12% | 8.28 CHF | 8.29 CHF | 508'300 | 508'300 | 508'300 | 508'300 | 4'416'510 CHF | 4'421'590 CHF | 100.00% | 100.00% |
11.11.2024 | 0.11% | 9.12 CHF | 9.13 CHF | 526'100 | 526'100 | 526'100 | 526'100 | 4'805'350 CHF | 4'810'610 CHF | 100.00% | 100.00% |
08.11.2024 | 0.11% | 8.67 CHF | 8.68 CHF | 513'800 | 513'800 | 513'800 | 513'800 | 4'486'930 CHF | 4'492'070 CHF | 100.00% | 100.00% |
07.11.2024 | 0.11% | 9.04 CHF | 9.05 CHF | 539'400 | 539'400 | 539'400 | 539'400 | 4'808'270 CHF | 4'813'660 CHF | 99.67% | 99.67% |