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% | 8,39 CHF | 8,40 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 2 553 710 CHF | 2 556 710 CHF | 100,00% | 100,00% |
19/11/2024 | 0,12% | 8,38 CHF | 8,39 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 2 515 650 CHF | 2 518 650 CHF | 100,00% | 100,00% |
18/11/2024 | 0,12% | 8,61 CHF | 8,62 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 2 568 650 CHF | 2 571 650 CHF | 97,77% | 97,77% |
15/11/2024 | 0,12% | 8,57 CHF | 8,58 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 2 603 480 CHF | 2 606 480 CHF | 100,00% | 100,00% |
14/11/2024 | 0,11% | 8,94 CHF | 8,95 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 2 642 940 CHF | 2 645 940 CHF | 100,00% | 100,00% |
13/11/2024 | 0,11% | 8,74 CHF | 8,75 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 2 611 450 CHF | 2 614 450 CHF | 99,73% | 99,73% |
12/11/2024 | 0,11% | 8,75 CHF | 8,76 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 2 681 990 CHF | 2 684 990 CHF | 100,00% | 100,00% |
11/11/2024 | 0,11% | 9,19 CHF | 9,20 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 2 762 090 CHF | 2 765 090 CHF | 100,00% | 100,00% |
08/11/2024 | 0,11% | 8,97 CHF | 8,98 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 2 706 970 CHF | 2 709 970 CHF | 100,00% | 100,00% |
07/11/2024 | 0,11% | 9,23 CHF | 9,24 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 2 779 800 CHF | 2 782 800 CHF | 99,67% | 99,67% |