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% | 11,94 CHF | 11,95 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 080 320 CHF | 6 085 320 CHF | 100,00% | 100,00% |
19/11/2024 | 0,08% | 12,00 CHF | 12,01 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 5 950 940 CHF | 5 955 940 CHF | 100,00% | 100,00% |
18/11/2024 | 0,08% | 12,32 CHF | 12,33 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 154 160 CHF | 6 159 160 CHF | 100,00% | 100,00% |
15/11/2024 | 0,08% | 12,37 CHF | 12,38 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 232 020 CHF | 6 237 020 CHF | 100,00% | 100,00% |
14/11/2024 | 0,08% | 12,53 CHF | 12,54 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 230 400 CHF | 6 235 400 CHF | 100,00% | 100,00% |
13/11/2024 | 0,08% | 11,94 CHF | 11,95 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 019 930 CHF | 6 024 930 CHF | 100,00% | 100,00% |
12/11/2024 | 0,08% | 12,07 CHF | 12,08 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 239 160 CHF | 6 244 160 CHF | 100,00% | 100,00% |
11/11/2024 | 0,08% | 12,91 CHF | 12,92 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 467 070 CHF | 6 472 070 CHF | 100,00% | 100,00% |
08/11/2024 | 0,08% | 12,46 CHF | 12,47 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 263 300 CHF | 6 268 300 CHF | 100,00% | 100,00% |
07/11/2024 | 0,08% | 12,85 CHF | 12,86 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 360 680 CHF | 6 365 680 CHF | 99,41% | 99,41% |