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 | 0,14% | 7,29 CHF | 7,30 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 1 100 280 CHF | 367 260 CHF | 99,37% | 99,37% |
19/11/2024 | 0,14% | 7,23 CHF | 7,24 CHF | 150 000 | 50 000 | 332 158 | 110 695 | 2 387 560 CHF | 796 786 CHF | 99,38% | 99,38% |
18/11/2024 | 0,13% | 7,52 CHF | 7,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 400 130 CHF | 1 134 880 CHF | 97,61% | 97,61% |
15/11/2024 | 0,13% | 7,57 CHF | 7,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 470 150 CHF | 1 158 220 CHF | 99,38% | 99,38% |
14/11/2024 | 0,13% | 7,85 CHF | 7,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 458 160 CHF | 1 154 220 CHF | 99,37% | 99,37% |
13/11/2024 | 0,13% | 7,54 CHF | 7,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 405 730 CHF | 1 136 740 CHF | 96,95% | 96,95% |
12/11/2024 | 0,13% | 7,45 CHF | 7,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 411 790 CHF | 1 138 760 CHF | 96,84% | 96,84% |
11/11/2024 | 0,13% | 7,59 CHF | 7,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 392 890 CHF | 1 132 460 CHF | 99,35% | 99,35% |
08/11/2024 | 0,13% | 7,44 CHF | 7,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 340 730 CHF | 1 115 080 CHF | 99,23% | 99,23% |
07/11/2024 | 0,13% | 7,49 CHF | 7,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 409 750 CHF | 1 138 080 CHF | 98,68% | 98,68% |