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 | 0,13% | 7,77 CHF | 7,78 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 1 172 930 CHF | 391 477 CHF | 99,37% | 99,37% |
19/11/2024 | 0,13% | 7,71 CHF | 7,72 CHF | 150 000 | 50 000 | 332 158 | 110 695 | 2 548 190 CHF | 850 318 CHF | 99,38% | 99,38% |
18/11/2024 | 0,12% | 8,00 CHF | 8,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 618 430 CHF | 1 207 640 CHF | 97,56% | 97,56% |
15/11/2024 | 0,12% | 8,06 CHF | 8,07 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 688 930 CHF | 1 231 140 CHF | 99,38% | 99,38% |
14/11/2024 | 0,12% | 8,34 CHF | 8,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 676 500 CHF | 1 227 000 CHF | 99,38% | 99,38% |
13/11/2024 | 0,12% | 8,02 CHF | 8,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 624 090 CHF | 1 209 530 CHF | 97,03% | 97,03% |
12/11/2024 | 0,12% | 7,93 CHF | 7,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 629 910 CHF | 1 211 470 CHF | 96,82% | 96,82% |
11/11/2024 | 0,12% | 8,07 CHF | 8,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 611 350 CHF | 1 205 280 CHF | 99,35% | 99,35% |
08/11/2024 | 0,13% | 7,93 CHF | 7,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 559 550 CHF | 1 188 020 CHF | 99,23% | 99,23% |
07/11/2024 | 0,12% | 7,98 CHF | 7,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 629 320 CHF | 1 211 270 CHF | 98,71% | 98,71% |