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% | 7,85 CHF | 7,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 368 540 CHF | 790 513 CHF | 99,39% | 99,39% |
19/11/2024 | 0,13% | 7,77 CHF | 7,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 314 900 CHF | 772 634 CHF | 98,85% | 98,85% |
18/11/2024 | 0,13% | 7,85 CHF | 7,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 335 220 CHF | 779 408 CHF | 97,52% | 97,52% |
15/11/2024 | 0,12% | 7,94 CHF | 7,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 427 990 CHF | 810 329 CHF | 97,98% | 97,98% |
14/11/2024 | 0,12% | 8,24 CHF | 8,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 474 670 CHF | 825 889 CHF | 99,40% | 99,40% |
13/11/2024 | 0,12% | 8,20 CHF | 8,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 475 420 CHF | 826 141 CHF | 94,66% | 94,66% |
12/11/2024 | 0,12% | 8,28 CHF | 8,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 477 140 CHF | 826 713 CHF | 96,77% | 96,77% |
11/11/2024 | 0,12% | 8,19 CHF | 8,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 489 190 CHF | 830 729 CHF | 99,40% | 99,40% |
08/11/2024 | 0,12% | 8,25 CHF | 8,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 488 280 CHF | 830 425 CHF | 90,74% | 90,74% |
07/11/2024 | 0,12% | 8,28 CHF | 8,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 414 090 CHF | 805 695 CHF | 98,69% | 98,69% |