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% | 13,10 CHF | 13,11 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 662 760 CHF | 6 667 760 CHF | 100,00% | 100,00% |
19/11/2024 | 0,08% | 13,16 CHF | 13,17 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 532 850 CHF | 6 537 850 CHF | 100,00% | 100,00% |
18/11/2024 | 0,07% | 13,48 CHF | 13,49 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 737 870 CHF | 6 742 870 CHF | 100,00% | 100,00% |
15/11/2024 | 0,07% | 13,54 CHF | 13,55 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 816 550 CHF | 6 821 550 CHF | 100,00% | 100,00% |
14/11/2024 | 0,07% | 13,70 CHF | 13,71 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 813 980 CHF | 6 818 980 CHF | 100,00% | 100,00% |
13/11/2024 | 0,08% | 13,11 CHF | 13,12 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 603 620 CHF | 6 608 620 CHF | 100,00% | 100,00% |
12/11/2024 | 0,07% | 13,24 CHF | 13,25 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 822 260 CHF | 6 827 260 CHF | 100,00% | 100,00% |
11/11/2024 | 0,07% | 14,08 CHF | 14,09 CHF | 250 000 | 250 000 | 264 247 | 264 247 | 3 725 360 CHF | 3 728 000 CHF | 100,00% | 100,00% |
08/11/2024 | 0,07% | 13,63 CHF | 13,64 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 847 930 CHF | 6 852 930 CHF | 100,00% | 100,00% |
07/11/2024 | 0,07% | 14,02 CHF | 14,03 CHF | 500 000 | 500 000 | 455 309 | 455 309 | 6 317 910 CHF | 6 322 460 CHF | 99,42% | 99,42% |