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% | 7,03 CHF | 7,04 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 1 060 820 CHF | 354 107 CHF | 99,37% | 99,37% |
19/11/2024 | 0,14% | 6,96 CHF | 6,97 CHF | 150 000 | 50 000 | 332 158 | 110 695 | 2 300 320 CHF | 767 712 CHF | 99,38% | 99,38% |
18/11/2024 | 0,14% | 7,26 CHF | 7,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 281 580 CHF | 1 095 360 CHF | 97,53% | 97,53% |
15/11/2024 | 0,13% | 7,31 CHF | 7,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 351 300 CHF | 1 118 600 CHF | 99,37% | 99,37% |
14/11/2024 | 0,13% | 7,59 CHF | 7,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 339 530 CHF | 1 114 680 CHF | 99,37% | 99,37% |
13/11/2024 | 0,14% | 7,28 CHF | 7,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 287 090 CHF | 1 097 200 CHF | 96,89% | 96,89% |
12/11/2024 | 0,14% | 7,19 CHF | 7,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 293 250 CHF | 1 099 250 CHF | 96,84% | 96,84% |
11/11/2024 | 0,14% | 7,33 CHF | 7,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 274 210 CHF | 1 092 900 CHF | 99,35% | 99,35% |
08/11/2024 | 0,14% | 7,18 CHF | 7,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 221 870 CHF | 1 075 460 CHF | 99,23% | 99,23% |
07/11/2024 | 0,14% | 7,22 CHF | 7,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 290 490 CHF | 1 098 330 CHF | 98,70% | 98,70% |