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% | 8,18 CHF | 8,19 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 1 234 140 CHF | 411 879 CHF | 99,37% | 99,37% |
19/11/2024 | 0,12% | 8,12 CHF | 8,13 CHF | 150 000 | 50 000 | 332 138 | 110 696 | 2 683 390 CHF | 895 431 CHF | 99,38% | 99,38% |
18/11/2024 | 0,12% | 8,41 CHF | 8,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 802 370 CHF | 1 268 960 CHF | 97,58% | 97,58% |
15/11/2024 | 0,12% | 8,47 CHF | 8,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 873 220 CHF | 1 292 570 CHF | 99,38% | 99,38% |
14/11/2024 | 0,12% | 8,75 CHF | 8,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 860 550 CHF | 1 288 350 CHF | 99,38% | 99,38% |
13/11/2024 | 0,12% | 8,43 CHF | 8,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 808 090 CHF | 1 270 860 CHF | 96,89% | 96,89% |
12/11/2024 | 0,12% | 8,34 CHF | 8,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 813 700 CHF | 1 272 730 CHF | 96,81% | 96,81% |
11/11/2024 | 0,12% | 8,49 CHF | 8,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 795 350 CHF | 1 266 620 CHF | 99,35% | 99,35% |
08/11/2024 | 0,12% | 8,34 CHF | 8,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 743 860 CHF | 1 249 460 CHF | 99,23% | 99,23% |
07/11/2024 | 0,12% | 8,39 CHF | 8,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 814 320 CHF | 1 272 940 CHF | 98,69% | 98,69% |