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% | 8,52 CHF | 8,53 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 2 208 140 CHF | 707 405 CHF | 99,36% | 99,36% |
19/11/2024 | 0,12% | 8,62 CHF | 8,63 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 2 158 490 CHF | 691 515 CHF | 97,30% | 97,30% |
18/11/2024 | 0,12% | 8,48 CHF | 8,49 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 2 053 800 CHF | 658 017 CHF | 96,56% | 96,56% |
15/11/2024 | 0,13% | 7,76 CHF | 7,77 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 895 750 CHF | 607 440 CHF | 99,35% | 99,35% |
14/11/2024 | 0,13% | 7,43 CHF | 7,44 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 966 280 CHF | 630 010 CHF | 98,25% | 98,25% |
13/11/2024 | 0,12% | 8,56 CHF | 8,57 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 2 108 740 CHF | 675 596 CHF | 96,85% | 96,85% |
12/11/2024 | 0,12% | 8,20 CHF | 8,21 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 2 168 180 CHF | 694 617 CHF | 80,24% | 80,24% |
11/11/2024 | 0,12% | 8,56 CHF | 8,57 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 2 079 330 CHF | 666 185 CHF | 95,96% | 95,96% |
08/11/2024 | 0,15% | 7,01 CHF | 7,02 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 679 560 CHF | 538 260 CHF | 93,20% | 93,20% |
07/11/2024 | 0,16% | 6,63 CHF | 6,64 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 599 710 CHF | 512 708 CHF | 98,68% | 98,68% |