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% | 7,75 CHF | 7,76 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 2 014 730 CHF | 645 513 CHF | 99,35% | 99,35% |
19/11/2024 | 0,13% | 7,85 CHF | 7,86 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 965 470 CHF | 629 750 CHF | 98,84% | 98,84% |
18/11/2024 | 0,13% | 7,70 CHF | 7,71 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 858 940 CHF | 595 662 CHF | 97,93% | 97,93% |
15/11/2024 | 0,15% | 6,99 CHF | 7,00 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 701 810 CHF | 545 379 CHF | 99,35% | 99,35% |
14/11/2024 | 0,14% | 6,65 CHF | 6,66 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 772 210 CHF | 567 907 CHF | 98,26% | 98,26% |
13/11/2024 | 0,13% | 7,79 CHF | 7,80 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 916 150 CHF | 613 969 CHF | 96,92% | 96,92% |
12/11/2024 | 0,13% | 7,43 CHF | 7,44 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 975 850 CHF | 633 071 CHF | 80,18% | 80,18% |
11/11/2024 | 0,13% | 7,80 CHF | 7,81 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 887 980 CHF | 604 953 CHF | 97,39% | 97,39% |
08/11/2024 | 0,17% | 6,25 CHF | 6,26 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 489 780 CHF | 477 530 CHF | 93,60% | 93,60% |
07/11/2024 | 0,18% | 5,87 CHF | 5,88 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 408 950 CHF | 451 665 CHF | 98,68% | 98,68% |