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% | 7,56 CHF | 7,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 281 710 CHF | 761 571 CHF | 99,40% | 99,40% |
19/11/2024 | 0,13% | 7,48 CHF | 7,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 228 270 CHF | 743 757 CHF | 98,83% | 98,83% |
18/11/2024 | 0,13% | 7,56 CHF | 7,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 248 320 CHF | 750 441 CHF | 97,48% | 97,48% |
15/11/2024 | 0,13% | 7,65 CHF | 7,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 340 960 CHF | 781 322 CHF | 97,97% | 97,97% |
14/11/2024 | 0,13% | 7,95 CHF | 7,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 387 600 CHF | 796 866 CHF | 99,40% | 99,40% |
13/11/2024 | 0,13% | 7,92 CHF | 7,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 388 830 CHF | 797 277 CHF | 94,83% | 94,83% |
12/11/2024 | 0,13% | 8,00 CHF | 8,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 390 820 CHF | 797 940 CHF | 96,94% | 96,94% |
11/11/2024 | 0,12% | 7,90 CHF | 7,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 403 130 CHF | 802 045 CHF | 99,41% | 99,41% |
08/11/2024 | 0,12% | 7,96 CHF | 7,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 402 900 CHF | 801 968 CHF | 90,73% | 90,73% |
07/11/2024 | 0,13% | 8,00 CHF | 8,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 328 260 CHF | 777 088 CHF | 98,69% | 98,69% |