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% | 12,13 CHF | 12,14 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 5 518 230 CHF | 5 522 730 CHF | 100,00% | 100,00% |
19/11/2024 | 0,08% | 12,11 CHF | 12,12 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 5 435 580 CHF | 5 440 080 CHF | 100,00% | 100,00% |
18/11/2024 | 0,08% | 12,36 CHF | 12,37 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 5 544 070 CHF | 5 548 570 CHF | 99,55% | 99,55% |
15/11/2024 | 0,08% | 12,46 CHF | 12,47 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 5 630 480 CHF | 5 634 980 CHF | 100,00% | 100,00% |
14/11/2024 | 0,08% | 12,85 CHF | 12,86 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 5 820 080 CHF | 5 824 580 CHF | 100,00% | 100,00% |
13/11/2024 | 0,08% | 12,89 CHF | 12,90 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 5 727 910 CHF | 5 732 410 CHF | 100,00% | 100,00% |
12/11/2024 | 0,08% | 12,94 CHF | 12,95 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 5 873 360 CHF | 5 877 860 CHF | 100,00% | 100,00% |
11/11/2024 | 0,08% | 13,09 CHF | 13,10 CHF | 450 000 | 450 000 | 449 935 | 449 935 | 5 841 370 CHF | 5 845 870 CHF | 99,48% | 99,48% |
08/11/2024 | 0,08% | 12,76 CHF | 12,77 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 5 633 440 CHF | 5 637 940 CHF | 100,00% | 100,00% |
07/11/2024 | 0,08% | 12,45 CHF | 12,46 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 5 653 860 CHF | 5 658 360 CHF | 99,68% | 99,68% |