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 | 0,12% | 8,06 CHF | 8,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 431 650 CHF | 811 549 CHF | 99,39% | 99,39% |
19/11/2024 | 0,13% | 7,98 CHF | 7,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 377 850 CHF | 793 617 CHF | 98,86% | 98,86% |
18/11/2024 | 0,13% | 8,06 CHF | 8,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 398 490 CHF | 800 497 CHF | 97,64% | 97,64% |
15/11/2024 | 0,12% | 8,15 CHF | 8,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 491 290 CHF | 831 429 CHF | 97,96% | 97,96% |
14/11/2024 | 0,12% | 8,45 CHF | 8,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 538 020 CHF | 847 008 CHF | 99,39% | 99,39% |
13/11/2024 | 0,12% | 8,41 CHF | 8,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 538 280 CHF | 847 093 CHF | 94,68% | 94,68% |
12/11/2024 | 0,12% | 8,49 CHF | 8,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 539 970 CHF | 847 658 CHF | 96,89% | 96,89% |
11/11/2024 | 0,12% | 8,40 CHF | 8,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 551 770 CHF | 851 589 CHF | 99,41% | 99,41% |
08/11/2024 | 0,12% | 8,45 CHF | 8,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 550 300 CHF | 851 100 CHF | 90,75% | 90,75% |
07/11/2024 | 0,12% | 8,49 CHF | 8,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 476 380 CHF | 826 460 CHF | 98,67% | 98,67% |