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% | 11,14 CHF | 11,15 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 748 820 CHF | 2 751 320 CHF | 100,00% | 100,00% |
19/11/2024 | 0,09% | 10,90 CHF | 10,91 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 739 920 CHF | 2 742 420 CHF | 99,65% | 99,65% |
18/11/2024 | 0,09% | 10,84 CHF | 10,85 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 680 020 CHF | 2 682 520 CHF | 100,00% | 100,00% |
15/11/2024 | 0,10% | 10,53 CHF | 10,54 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 622 420 CHF | 2 624 920 CHF | 100,00% | 100,00% |
14/11/2024 | 0,10% | 10,51 CHF | 10,52 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 595 700 CHF | 2 598 200 CHF | 99,79% | 99,79% |
13/11/2024 | 0,09% | 10,74 CHF | 10,75 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 695 670 CHF | 2 698 170 CHF | 100,00% | 100,00% |
12/11/2024 | 0,09% | 10,70 CHF | 10,71 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 679 110 CHF | 2 681 610 CHF | 100,00% | 100,00% |
11/11/2024 | 0,09% | 10,82 CHF | 10,83 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 781 830 CHF | 2 784 330 CHF | 100,00% | 100,00% |
08/11/2024 | 0,09% | 11,37 CHF | 11,38 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 846 460 CHF | 2 848 960 CHF | 100,00% | 100,00% |
07/11/2024 | 0,09% | 11,45 CHF | 11,46 CHF | 250 000 | 250 000 | 249 935 | 249 935 | 2 821 180 CHF | 2 823 680 CHF | 100,00% | 100,00% |