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% | 7,93 CHF | 7,94 CHF | 100 000 | 200 000 | 100 000 | 200 000 | 797 345 CHF | 1 596 690 CHF | 99,39% | 99,39% |
19/11/2024 | 0,13% | 7,85 CHF | 7,86 CHF | 100 000 | 200 000 | 100 000 | 200 000 | 779 573 CHF | 1 561 150 CHF | 99,39% | 99,39% |
18/11/2024 | 0,13% | 7,93 CHF | 7,94 CHF | 100 000 | 200 000 | 197 976 | 200 000 | 1 556 820 CHF | 1 574 840 CHF | 99,20% | 99,20% |
15/11/2024 | 0,12% | 8,02 CHF | 8,03 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 1 633 810 CHF | 1 635 810 CHF | 99,43% | 99,43% |
14/11/2024 | 0,12% | 8,32 CHF | 8,33 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 1 666 090 CHF | 1 668 090 CHF | 99,35% | 99,35% |
13/11/2024 | 0,12% | 8,28 CHF | 8,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 1 665 140 CHF | 1 667 140 CHF | 99,33% | 99,33% |
12/11/2024 | 0,12% | 8,36 CHF | 8,37 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 1 667 890 CHF | 1 669 890 CHF | 99,00% | 99,00% |
11/11/2024 | 0,12% | 8,27 CHF | 8,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 1 676 160 CHF | 1 678 160 CHF | 95,64% | 95,64% |
08/11/2024 | 0,12% | 8,32 CHF | 8,33 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 1 672 940 CHF | 1 674 940 CHF | 99,25% | 99,25% |
07/11/2024 | 0,12% | 8,36 CHF | 8,37 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 1 625 380 CHF | 1 627 380 CHF | 99,29% | 99,29% |