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 | 0,09% | 10,74 CHF | 10,75 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 3 257 530 CHF | 3 260 530 CHF | 100,00% | 100,00% |
19/11/2024 | 0,09% | 10,73 CHF | 10,74 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 3 219 450 CHF | 3 222 450 CHF | 100,00% | 100,00% |
18/11/2024 | 0,09% | 10,95 CHF | 10,96 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 3 271 850 CHF | 3 274 850 CHF | 97,73% | 97,73% |
15/11/2024 | 0,09% | 10,91 CHF | 10,92 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 3 306 690 CHF | 3 309 690 CHF | 100,00% | 100,00% |
14/11/2024 | 0,09% | 11,29 CHF | 11,30 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 3 346 100 CHF | 3 349 100 CHF | 100,00% | 100,00% |
13/11/2024 | 0,09% | 11,08 CHF | 11,09 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 3 314 680 CHF | 3 317 680 CHF | 99,73% | 99,73% |
12/11/2024 | 0,09% | 11,10 CHF | 11,11 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 3 385 200 CHF | 3 388 200 CHF | 100,00% | 100,00% |
11/11/2024 | 0,09% | 11,53 CHF | 11,54 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 3 464 680 CHF | 3 467 680 CHF | 100,00% | 100,00% |
08/11/2024 | 0,09% | 11,32 CHF | 11,33 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 3 409 550 CHF | 3 412 550 CHF | 100,00% | 100,00% |
07/11/2024 | 0,09% | 11,57 CHF | 11,58 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 3 482 380 CHF | 3 485 380 CHF | 99,67% | 99,67% |