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 | 0,07% | 13,57 CHF | 13,58 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 895 760 CHF | 6 900 760 CHF | 100,00% | 100,00% |
19/11/2024 | 0,07% | 13,63 CHF | 13,64 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 765 540 CHF | 6 770 540 CHF | 100,00% | 100,00% |
18/11/2024 | 0,07% | 13,95 CHF | 13,96 CHF | 500 000 | 500 000 | 476 639 | 476 639 | 6 642 300 CHF | 6 647 060 CHF | 100,00% | 100,00% |
15/11/2024 | 0,07% | 14,01 CHF | 14,02 CHF | 500 000 | 500 000 | 288 141 | 288 141 | 4 058 800 CHF | 4 061 680 CHF | 100,00% | 100,00% |
14/11/2024 | 0,07% | 14,17 CHF | 14,18 CHF | 250 000 | 250 000 | 301 767 | 301 767 | 4 245 600 CHF | 4 248 610 CHF | 100,00% | 100,00% |
13/11/2024 | 0,07% | 13,57 CHF | 13,58 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 837 140 CHF | 6 842 140 CHF | 100,00% | 100,00% |
12/11/2024 | 0,07% | 13,70 CHF | 13,71 CHF | 500 000 | 500 000 | 287 511 | 287 511 | 4 046 330 CHF | 4 049 200 CHF | 100,00% | 100,00% |
11/11/2024 | 0,07% | 14,55 CHF | 14,56 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 3 642 240 CHF | 3 644 740 CHF | 100,00% | 100,00% |
08/11/2024 | 0,07% | 14,09 CHF | 14,10 CHF | 250 000 | 250 000 | 269 471 | 269 471 | 3 813 680 CHF | 3 816 370 CHF | 100,00% | 100,00% |
07/11/2024 | 0,07% | 14,49 CHF | 14,50 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 3 591 050 CHF | 3 593 550 CHF | 99,41% | 99,41% |