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% | 7,56 CHF | 7,57 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 1 140 570 CHF | 380 690 CHF | 99,36% | 99,36% |
19/11/2024 | 0,13% | 7,50 CHF | 7,51 CHF | 150 000 | 50 000 | 332 155 | 110 695 | 2 476 610 CHF | 826 470 CHF | 99,38% | 99,38% |
18/11/2024 | 0,13% | 7,79 CHF | 7,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 521 200 CHF | 1 175 230 CHF | 97,56% | 97,56% |
15/11/2024 | 0,13% | 7,84 CHF | 7,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 591 460 CHF | 1 198 650 CHF | 99,38% | 99,38% |
14/11/2024 | 0,13% | 8,12 CHF | 8,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 579 260 CHF | 1 194 590 CHF | 99,38% | 99,38% |
13/11/2024 | 0,13% | 7,81 CHF | 7,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 526 820 CHF | 1 177 110 CHF | 96,89% | 96,89% |
12/11/2024 | 0,13% | 7,72 CHF | 7,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 532 710 CHF | 1 179 070 CHF | 96,85% | 96,85% |
11/11/2024 | 0,13% | 7,86 CHF | 7,87 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 513 950 CHF | 1 172 820 CHF | 99,35% | 99,35% |
08/11/2024 | 0,13% | 7,71 CHF | 7,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 462 060 CHF | 1 155 520 CHF | 99,23% | 99,23% |
07/11/2024 | 0,13% | 7,76 CHF | 7,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 531 500 CHF | 1 178 670 CHF | 98,68% | 98,68% |