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 | 75 000 | 75 000 | 75 000 | 75 000 | 610 719 CHF | 611 469 CHF | 100,00% | 100,00% |
19/11/2024 | 0,12% | 8,10 CHF | 8,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 601 791 CHF | 602 541 CHF | 100,00% | 100,00% |
18/11/2024 | 0,12% | 8,26 CHF | 8,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 613 070 CHF | 613 820 CHF | 98,93% | 98,93% |
15/11/2024 | 0,12% | 8,09 CHF | 8,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 621 384 CHF | 622 134 CHF | 100,00% | 100,00% |
14/11/2024 | 0,12% | 8,57 CHF | 8,58 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 637 101 CHF | 637 851 CHF | 100,00% | 100,00% |
13/11/2024 | 0,12% | 8,42 CHF | 8,43 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 633 653 CHF | 634 403 CHF | 99,88% | 99,88% |
12/11/2024 | 0,11% | 8,69 CHF | 8,70 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 662 904 CHF | 663 654 CHF | 100,00% | 100,00% |
11/11/2024 | 0,11% | 9,03 CHF | 9,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 673 722 CHF | 674 472 CHF | 100,00% | 100,00% |
08/11/2024 | 0,12% | 8,71 CHF | 8,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 651 724 CHF | 652 474 CHF | 100,00% | 100,00% |
07/11/2024 | 0,11% | 8,82 CHF | 8,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 657 594 CHF | 658 344 CHF | 99,67% | 99,67% |