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% | 8,25 CHF | 8,26 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 2 139 570 CHF | 685 462 CHF | 99,36% | 99,36% |
19/11/2024 | 0,12% | 8,35 CHF | 8,36 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 2 090 100 CHF | 669 631 CHF | 97,31% | 97,31% |
18/11/2024 | 0,13% | 8,20 CHF | 8,21 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 984 100 CHF | 635 712 CHF | 97,63% | 97,63% |
15/11/2024 | 0,14% | 7,49 CHF | 7,50 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 826 970 CHF | 585 430 CHF | 99,34% | 99,34% |
14/11/2024 | 0,13% | 7,15 CHF | 7,16 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 897 470 CHF | 607 990 CHF | 98,25% | 98,25% |
13/11/2024 | 0,12% | 8,28 CHF | 8,29 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 2 040 420 CHF | 653 735 CHF | 96,86% | 96,86% |
12/11/2024 | 0,12% | 7,93 CHF | 7,94 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 2 099 970 CHF | 672 792 CHF | 80,25% | 80,25% |
11/11/2024 | 0,12% | 8,29 CHF | 8,30 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 2 011 270 CHF | 644 406 CHF | 95,95% | 95,95% |
08/11/2024 | 0,15% | 6,74 CHF | 6,75 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 612 480 CHF | 516 794 CHF | 93,66% | 93,66% |
07/11/2024 | 0,16% | 6,36 CHF | 6,37 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 532 040 CHF | 491 053 CHF | 98,65% | 98,65% |