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 | 0,12% | 8,00 CHF | 8,01 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 1 206 680 CHF | 402 726 CHF | 99,37% | 99,37% |
19/11/2024 | 0,13% | 7,94 CHF | 7,95 CHF | 150 000 | 50 000 | 332 158 | 110 696 | 2 622 830 CHF | 875 197 CHF | 99,38% | 99,38% |
18/11/2024 | 0,12% | 8,23 CHF | 8,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 719 840 CHF | 1 241 450 CHF | 97,63% | 97,63% |
15/11/2024 | 0,12% | 8,28 CHF | 8,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 790 530 CHF | 1 265 010 CHF | 99,37% | 99,37% |
14/11/2024 | 0,12% | 8,57 CHF | 8,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 777 960 CHF | 1 260 820 CHF | 99,38% | 99,38% |
13/11/2024 | 0,12% | 8,24 CHF | 8,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 725 590 CHF | 1 243 360 CHF | 96,90% | 96,90% |
12/11/2024 | 0,12% | 8,16 CHF | 8,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 731 170 CHF | 1 245 220 CHF | 96,96% | 96,96% |
11/11/2024 | 0,12% | 8,30 CHF | 8,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 712 820 CHF | 1 239 110 CHF | 99,35% | 99,35% |
08/11/2024 | 0,12% | 8,15 CHF | 8,16 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 661 170 CHF | 1 221 890 CHF | 99,23% | 99,23% |
07/11/2024 | 0,12% | 8,20 CHF | 8,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 731 360 CHF | 1 245 290 CHF | 98,69% | 98,69% |