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% | 8,20 CHF | 8,21 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 2 495 530 CHF | 2 498 530 CHF | 100,00% | 100,00% |
19/11/2024 | 0,12% | 8,19 CHF | 8,20 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 2 457 460 CHF | 2 460 460 CHF | 99,99% | 99,99% |
18/11/2024 | 0,12% | 8,42 CHF | 8,43 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 2 510 490 CHF | 2 513 490 CHF | 97,78% | 97,78% |
15/11/2024 | 0,12% | 8,37 CHF | 8,38 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 2 545 320 CHF | 2 548 320 CHF | 100,00% | 100,00% |
14/11/2024 | 0,12% | 8,75 CHF | 8,76 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 2 584 750 CHF | 2 587 750 CHF | 100,00% | 100,00% |
13/11/2024 | 0,12% | 8,54 CHF | 8,55 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 2 553 260 CHF | 2 556 260 CHF | 99,73% | 99,73% |
12/11/2024 | 0,11% | 8,56 CHF | 8,57 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 2 623 780 CHF | 2 626 780 CHF | 100,00% | 100,00% |
11/11/2024 | 0,11% | 8,99 CHF | 9,00 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 2 703 930 CHF | 2 706 930 CHF | 100,00% | 100,00% |
08/11/2024 | 0,11% | 8,78 CHF | 8,79 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 2 648 810 CHF | 2 651 810 CHF | 100,00% | 100,00% |
07/11/2024 | 0,11% | 9,03 CHF | 9,04 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 2 721 640 CHF | 2 724 640 CHF | 99,67% | 99,67% |