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% | 7,62 CHF | 7,63 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 1 176 230 CHF | 392 577 CHF | 99,35% | 99,35% |
19/11/2024 | 0,13% | 7,74 CHF | 7,75 CHF | 150 000 | 50 000 | 105 078 | 64 924 | 796 988 CHF | 491 947 CHF | 98,82% | 98,82% |
18/11/2024 | 0,13% | 7,60 CHF | 7,61 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 562 692 CHF | 563 442 CHF | 97,56% | 97,56% |
15/11/2024 | 0,13% | 7,35 CHF | 7,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 569 581 CHF | 570 331 CHF | 99,35% | 99,35% |
14/11/2024 | 0,13% | 7,72 CHF | 7,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 599 191 CHF | 599 941 CHF | 99,36% | 99,36% |
13/11/2024 | 0,12% | 8,01 CHF | 8,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 609 416 CHF | 610 166 CHF | 94,63% | 94,63% |
12/11/2024 | 0,12% | 8,04 CHF | 8,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 603 917 CHF | 604 667 CHF | 94,20% | 94,20% |
11/11/2024 | 0,13% | 8,02 CHF | 8,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 595 846 CHF | 596 596 CHF | 98,53% | 98,53% |
08/11/2024 | 0,13% | 7,89 CHF | 7,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 598 410 CHF | 599 160 CHF | 90,82% | 90,82% |
07/11/2024 | 0,13% | 7,90 CHF | 7,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 585 004 CHF | 585 754 CHF | 98,69% | 98,69% |