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% | 7,90 CHF | 7,91 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 2 053 520 CHF | 657 926 CHF | 99,36% | 99,36% |
19/11/2024 | 0,12% | 8,00 CHF | 8,01 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 2 004 160 CHF | 642 132 CHF | 98,85% | 98,85% |
18/11/2024 | 0,13% | 7,86 CHF | 7,87 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 897 850 CHF | 608 111 CHF | 97,64% | 97,64% |
15/11/2024 | 0,14% | 7,14 CHF | 7,15 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 740 720 CHF | 557 829 CHF | 99,34% | 99,34% |
14/11/2024 | 0,14% | 6,81 CHF | 6,82 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 811 100 CHF | 580 351 CHF | 98,25% | 98,25% |
13/11/2024 | 0,13% | 7,94 CHF | 7,95 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 954 760 CHF | 626 323 CHF | 96,87% | 96,87% |
12/11/2024 | 0,12% | 7,58 CHF | 7,59 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 2 014 430 CHF | 645 417 CHF | 80,31% | 80,31% |
11/11/2024 | 0,13% | 7,95 CHF | 7,96 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 926 400 CHF | 617 248 CHF | 97,41% | 97,41% |
08/11/2024 | 0,16% | 6,40 CHF | 6,41 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 528 050 CHF | 489 774 CHF | 93,62% | 93,62% |
07/11/2024 | 0,17% | 6,02 CHF | 6,03 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 447 190 CHF | 463 902 CHF | 98,64% | 98,64% |