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 | 0,11% | 8,39 CHF | 8,40 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 2 175 980 CHF | 697 113 CHF | 99,35% | 99,35% |
19/11/2024 | 0,12% | 8,49 CHF | 8,50 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 2 126 420 CHF | 681 255 CHF | 97,30% | 97,30% |
18/11/2024 | 0,12% | 8,35 CHF | 8,36 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 2 021 390 CHF | 647 644 CHF | 96,72% | 96,72% |
15/11/2024 | 0,13% | 7,63 CHF | 7,64 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 863 500 CHF | 597 119 CHF | 99,35% | 99,35% |
14/11/2024 | 0,13% | 7,30 CHF | 7,31 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 934 010 CHF | 619 684 CHF | 98,24% | 98,24% |
13/11/2024 | 0,12% | 8,43 CHF | 8,44 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 2 076 690 CHF | 665 341 CHF | 96,84% | 96,84% |
12/11/2024 | 0,12% | 8,07 CHF | 8,08 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 2 136 180 CHF | 684 377 CHF | 80,23% | 80,23% |
11/11/2024 | 0,12% | 8,44 CHF | 8,45 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 2 047 440 CHF | 655 980 CHF | 95,96% | 95,96% |
08/11/2024 | 0,15% | 6,89 CHF | 6,90 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 648 050 CHF | 528 175 CHF | 93,18% | 93,18% |
07/11/2024 | 0,16% | 6,50 CHF | 6,51 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 567 960 CHF | 502 548 CHF | 98,64% | 98,64% |