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% | 12,39 CHF | 12,40 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 939 312 CHF | 940 062 CHF | 99,98% | 99,98% |
19/11/2024 | 0,08% | 12,51 CHF | 12,52 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 933 287 CHF | 934 037 CHF | 100,00% | 100,00% |
18/11/2024 | 0,08% | 12,67 CHF | 12,68 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 943 801 CHF | 944 551 CHF | 98,85% | 98,85% |
15/11/2024 | 0,08% | 12,51 CHF | 12,52 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 951 556 CHF | 952 306 CHF | 100,00% | 100,00% |
14/11/2024 | 0,08% | 12,95 CHF | 12,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 966 336 CHF | 967 086 CHF | 100,00% | 100,00% |
13/11/2024 | 0,08% | 12,81 CHF | 12,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 962 804 CHF | 963 554 CHF | 99,88% | 99,88% |
12/11/2024 | 0,08% | 13,09 CHF | 13,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 993 179 CHF | 993 929 CHF | 100,00% | 100,00% |
11/11/2024 | 0,07% | 13,44 CHF | 13,45 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 1 003 930 CHF | 1 004 680 CHF | 100,00% | 100,00% |
08/11/2024 | 0,08% | 13,12 CHF | 13,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 981 970 CHF | 982 720 CHF | 100,00% | 100,00% |
07/11/2024 | 0,08% | 13,21 CHF | 13,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 986 108 CHF | 986 858 CHF | 99,67% | 99,67% |