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% | 13,27 CHF | 13,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 989 077 CHF | 989 827 CHF | 100,00% | 100,00% |
19/11/2024 | 0,07% | 13,26 CHF | 13,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 1 007 420 CHF | 1 008 170 CHF | 100,00% | 100,00% |
18/11/2024 | 0,08% | 13,40 CHF | 13,41 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 982 465 CHF | 983 215 CHF | 100,00% | 100,00% |
15/11/2024 | 0,08% | 12,84 CHF | 12,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 965 101 CHF | 965 851 CHF | 100,00% | 100,00% |
14/11/2024 | 0,08% | 12,72 CHF | 12,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 930 443 CHF | 931 193 CHF | 99,79% | 99,79% |
13/11/2024 | 0,08% | 12,96 CHF | 12,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 980 580 CHF | 981 330 CHF | 100,00% | 100,00% |
12/11/2024 | 0,08% | 12,79 CHF | 12,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 952 822 CHF | 953 572 CHF | 100,00% | 100,00% |
11/11/2024 | 0,08% | 12,68 CHF | 12,69 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 990 283 CHF | 991 033 CHF | 100,00% | 100,00% |
08/11/2024 | 0,07% | 13,40 CHF | 13,41 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 1 012 600 CHF | 1 013 350 CHF | 100,00% | 100,00% |
07/11/2024 | 0,07% | 13,73 CHF | 13,74 CHF | 75 000 | 75 000 | 74 996 | 74 996 | 1 005 250 CHF | 1 006 000 CHF | 99,46% | 99,46% |