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 | 0,08% | 11,64 CHF | 11,65 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 3 528 140 CHF | 3 531 140 CHF | 100,00% | 100,00% |
19/11/2024 | 0,09% | 11,63 CHF | 11,64 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 3 490 060 CHF | 3 493 060 CHF | 100,00% | 100,00% |
18/11/2024 | 0,08% | 11,86 CHF | 11,87 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 3 543 100 CHF | 3 546 100 CHF | 97,79% | 97,79% |
15/11/2024 | 0,08% | 11,81 CHF | 11,82 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 3 577 320 CHF | 3 580 320 CHF | 100,00% | 100,00% |
14/11/2024 | 0,08% | 12,19 CHF | 12,20 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 3 616 750 CHF | 3 619 750 CHF | 100,00% | 100,00% |
13/11/2024 | 0,08% | 11,98 CHF | 11,99 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 3 585 260 CHF | 3 588 260 CHF | 99,73% | 99,73% |
12/11/2024 | 0,08% | 12,00 CHF | 12,01 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 3 655 780 CHF | 3 658 780 CHF | 100,00% | 100,00% |
11/11/2024 | 0,08% | 12,43 CHF | 12,44 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 3 735 310 CHF | 3 738 310 CHF | 100,00% | 100,00% |
08/11/2024 | 0,08% | 12,22 CHF | 12,23 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 3 680 190 CHF | 3 683 190 CHF | 100,00% | 100,00% |
07/11/2024 | 0,08% | 12,47 CHF | 12,48 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 3 752 380 CHF | 3 755 380 CHF | 99,68% | 99,68% |