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 | 0,37% | 13,39 CHF | 13,41 CHF | 150 000 | 150 000 | 123 009 | 123 009 | 1 668 460 CHF | 1 671 170 CHF | 100,00% | 100,00% |
19/11/2024 | 0,39% | 13,27 CHF | 13,29 CHF | 150 000 | 150 000 | 122 964 | 122 964 | 1 610 780 CHF | 1 613 480 CHF | 100,00% | 100,00% |
18/11/2024 | 0,38% | 12,83 CHF | 12,85 CHF | 150 000 | 150 000 | 122 982 | 122 982 | 1 601 680 CHF | 1 604 380 CHF | 100,00% | 100,00% |
15/11/2024 | 0,37% | 13,35 CHF | 13,37 CHF | 150 000 | 150 000 | 123 040 | 123 040 | 1 682 360 CHF | 1 685 060 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 13,42 CHF | 13,44 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 596 150 CHF | 1 598 860 CHF | 99,08% | 99,08% |
13/11/2024 | 0,42% | 12,65 CHF | 12,67 CHF | 150 000 | 150 000 | 123 009 | 123 009 | 1 536 210 CHF | 1 538 920 CHF | 100,00% | 100,00% |
12/11/2024 | 0,45% | 11,93 CHF | 11,95 CHF | 150 000 | 150 000 | 123 067 | 123 067 | 1 423 360 CHF | 1 426 070 CHF | 100,00% | 100,00% |
11/11/2024 | 0,47% | 10,86 CHF | 10,88 CHF | 150 000 | 150 000 | 123 014 | 123 014 | 1 340 670 CHF | 1 343 380 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 10,68 CHF | 10,70 CHF | 150 000 | 150 000 | 123 006 | 123 006 | 1 338 180 CHF | 1 340 880 CHF | 100,00% | 100,00% |
07/11/2024 | 0,68% | 10,92 CHF | 10,94 CHF | 150 000 | 150 000 | 123 042 | 123 042 | 1 298 500 CHF | 1 301 850 CHF | 100,00% | 100,00% |