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% | 8,24 CHF | 8,25 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 024 830 CHF | 2 027 330 CHF | 100,00% | 100,00% |
19/11/2024 | 0,12% | 8,02 CHF | 8,03 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 018 050 CHF | 2 020 550 CHF | 99,66% | 99,66% |
18/11/2024 | 0,13% | 7,95 CHF | 7,96 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 1 954 960 CHF | 1 957 460 CHF | 100,00% | 100,00% |
15/11/2024 | 0,13% | 7,62 CHF | 7,63 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 1 896 830 CHF | 1 899 330 CHF | 100,00% | 100,00% |
14/11/2024 | 0,13% | 7,61 CHF | 7,62 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 1 869 530 CHF | 1 872 030 CHF | 99,79% | 99,79% |
13/11/2024 | 0,13% | 7,85 CHF | 7,86 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 1 974 660 CHF | 1 977 160 CHF | 100,00% | 100,00% |
12/11/2024 | 0,13% | 7,82 CHF | 7,83 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 1 959 220 CHF | 1 961 720 CHF | 100,00% | 100,00% |
11/11/2024 | 0,12% | 7,94 CHF | 7,95 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 063 960 CHF | 2 066 460 CHF | 100,00% | 100,00% |
08/11/2024 | 0,12% | 8,52 CHF | 8,53 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 134 960 CHF | 2 137 460 CHF | 100,00% | 100,00% |
07/11/2024 | 0,12% | 8,60 CHF | 8,61 CHF | 250 000 | 250 000 | 249 935 | 249 935 | 2 107 800 CHF | 2 110 300 CHF | 100,00% | 100,00% |