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% | 12,12 CHF | 12,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 902 786 CHF | 903 536 CHF | 100,00% | 100,00% |
19/11/2024 | 0,08% | 12,13 CHF | 12,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 922 007 CHF | 922 757 CHF | 99,66% | 99,66% |
18/11/2024 | 0,08% | 12,26 CHF | 12,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 896 665 CHF | 897 415 CHF | 100,00% | 100,00% |
15/11/2024 | 0,09% | 11,69 CHF | 11,70 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 879 174 CHF | 879 924 CHF | 100,00% | 100,00% |
14/11/2024 | 0,09% | 11,58 CHF | 11,59 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 844 427 CHF | 845 177 CHF | 99,79% | 99,79% |
13/11/2024 | 0,08% | 11,82 CHF | 11,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 895 163 CHF | 895 913 CHF | 100,00% | 100,00% |
12/11/2024 | 0,09% | 11,65 CHF | 11,66 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 867 523 CHF | 868 273 CHF | 100,00% | 100,00% |
11/11/2024 | 0,08% | 11,55 CHF | 11,56 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 905 211 CHF | 905 961 CHF | 100,00% | 100,00% |
08/11/2024 | 0,08% | 12,27 CHF | 12,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 928 209 CHF | 928 959 CHF | 100,00% | 100,00% |
07/11/2024 | 0,08% | 12,61 CHF | 12,62 CHF | 75 000 | 75 000 | 74 997 | 74 997 | 920 617 CHF | 921 367 CHF | 99,49% | 99,49% |