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% | 12,64 CHF | 12,65 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 429 810 CHF | 6 434 810 CHF | 100,00% | 100,00% |
19/11/2024 | 0,08% | 12,69 CHF | 12,70 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 300 080 CHF | 6 305 080 CHF | 100,00% | 100,00% |
18/11/2024 | 0,08% | 13,02 CHF | 13,03 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 504 360 CHF | 6 509 360 CHF | 100,00% | 100,00% |
15/11/2024 | 0,08% | 13,07 CHF | 13,08 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 582 760 CHF | 6 587 760 CHF | 100,00% | 100,00% |
14/11/2024 | 0,08% | 13,23 CHF | 13,24 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 580 550 CHF | 6 585 550 CHF | 100,00% | 100,00% |
13/11/2024 | 0,08% | 12,64 CHF | 12,65 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 370 190 CHF | 6 375 190 CHF | 100,00% | 100,00% |
12/11/2024 | 0,08% | 12,77 CHF | 12,78 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 589 060 CHF | 6 594 060 CHF | 100,00% | 100,00% |
11/11/2024 | 0,07% | 13,61 CHF | 13,62 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 817 420 CHF | 6 822 420 CHF | 100,00% | 100,00% |
08/11/2024 | 0,08% | 13,16 CHF | 13,17 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 614 090 CHF | 6 619 090 CHF | 100,00% | 100,00% |
07/11/2024 | 0,07% | 13,55 CHF | 13,56 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 712 750 CHF | 6 717 750 CHF | 99,41% | 99,41% |