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% | 8,49 CHF | 8,50 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 086 340 CHF | 2 088 840 CHF | 100,00% | 100,00% |
19/11/2024 | 0,12% | 8,26 CHF | 8,27 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 079 460 CHF | 2 081 960 CHF | 100,00% | 100,00% |
18/11/2024 | 0,12% | 8,19 CHF | 8,20 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 016 550 CHF | 2 019 050 CHF | 100,00% | 100,00% |
15/11/2024 | 0,13% | 7,87 CHF | 7,88 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 1 958 500 CHF | 1 961 000 CHF | 100,00% | 100,00% |
14/11/2024 | 0,13% | 7,86 CHF | 7,87 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 1 931 210 CHF | 1 933 710 CHF | 99,79% | 99,79% |
13/11/2024 | 0,12% | 8,10 CHF | 8,11 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 035 920 CHF | 2 038 420 CHF | 100,00% | 100,00% |
12/11/2024 | 0,12% | 8,07 CHF | 8,08 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 020 390 CHF | 2 022 890 CHF | 100,00% | 100,00% |
11/11/2024 | 0,12% | 8,19 CHF | 8,20 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 125 020 CHF | 2 127 520 CHF | 100,00% | 100,00% |
08/11/2024 | 0,11% | 8,76 CHF | 8,77 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 195 410 CHF | 2 197 910 CHF | 100,00% | 100,00% |
07/11/2024 | 0,12% | 8,84 CHF | 8,85 CHF | 250 000 | 250 000 | 249 944 | 249 944 | 2 168 510 CHF | 2 171 010 CHF | 100,00% | 100,00% |