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 | 0,09% | 10,93 CHF | 10,94 CHF | 160 000 | 160 000 | 159 650 | 159 650 | 1 789 900 CHF | 1 791 500 CHF | 100,00% | 100,00% |
19/11/2024 | 0,09% | 10,99 CHF | 11,00 CHF | 160 000 | 160 000 | 159 643 | 159 643 | 1 734 490 CHF | 1 736 090 CHF | 100,00% | 100,00% |
18/11/2024 | 0,09% | 11,12 CHF | 11,13 CHF | 160 000 | 160 000 | 159 641 | 159 641 | 1 743 600 CHF | 1 745 200 CHF | 98,88% | 98,88% |
15/11/2024 | 0,09% | 10,89 CHF | 10,90 CHF | 160 000 | 160 000 | 159 644 | 159 644 | 1 801 330 CHF | 1 802 930 CHF | 99,67% | 99,67% |
14/11/2024 | 0,08% | 11,84 CHF | 11,85 CHF | 160 000 | 160 000 | 159 644 | 159 644 | 1 907 030 CHF | 1 908 630 CHF | 100,00% | 100,00% |
13/11/2024 | 0,09% | 11,84 CHF | 11,85 CHF | 160 000 | 160 000 | 159 643 | 159 643 | 1 892 440 CHF | 1 894 030 CHF | 100,00% | 100,00% |
12/11/2024 | 0,08% | 11,89 CHF | 11,90 CHF | 160 000 | 160 000 | 159 649 | 159 649 | 1 904 900 CHF | 1 906 500 CHF | 100,00% | 100,00% |
11/11/2024 | 0,08% | 11,96 CHF | 11,97 CHF | 160 000 | 160 000 | 159 646 | 159 646 | 1 922 480 CHF | 1 924 080 CHF | 100,00% | 100,00% |
08/11/2024 | 0,09% | 11,85 CHF | 11,86 CHF | 160 000 | 160 000 | 159 647 | 159 647 | 1 881 010 CHF | 1 882 610 CHF | 100,00% | 100,00% |
07/11/2024 | 0,09% | 11,72 CHF | 11,73 CHF | 160 000 | 160 000 | 159 645 | 159 645 | 1 832 210 CHF | 1 833 810 CHF | 99,67% | 99,67% |