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 | 0,38% | 13,03 CHF | 13,05 CHF | 150 000 | 150 000 | 123 008 | 123 008 | 1 624 160 CHF | 1 626 870 CHF | 100,00% | 100,00% |
19/11/2024 | 0,40% | 12,92 CHF | 12,94 CHF | 150 000 | 150 000 | 122 964 | 122 964 | 1 566 640 CHF | 1 569 350 CHF | 100,00% | 100,00% |
18/11/2024 | 0,39% | 12,47 CHF | 12,49 CHF | 150 000 | 150 000 | 122 982 | 122 982 | 1 557 320 CHF | 1 560 020 CHF | 100,00% | 100,00% |
15/11/2024 | 0,38% | 12,99 CHF | 13,01 CHF | 150 000 | 150 000 | 123 039 | 123 039 | 1 637 930 CHF | 1 640 640 CHF | 100,00% | 100,00% |
14/11/2024 | 0,41% | 13,06 CHF | 13,08 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 551 610 CHF | 1 554 320 CHF | 99,08% | 99,08% |
13/11/2024 | 0,43% | 12,29 CHF | 12,31 CHF | 150 000 | 150 000 | 123 007 | 123 007 | 1 492 050 CHF | 1 494 750 CHF | 100,00% | 100,00% |
12/11/2024 | 0,46% | 11,57 CHF | 11,59 CHF | 150 000 | 150 000 | 123 067 | 123 067 | 1 379 260 CHF | 1 381 960 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 10,51 CHF | 10,53 CHF | 150 000 | 150 000 | 123 014 | 123 014 | 1 296 690 CHF | 1 299 390 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 10,33 CHF | 10,35 CHF | 150 000 | 150 000 | 123 007 | 123 007 | 1 294 610 CHF | 1 297 310 CHF | 100,00% | 100,00% |
07/11/2024 | 0,71% | 10,56 CHF | 10,58 CHF | 150 000 | 150 000 | 123 041 | 123 041 | 1 254 750 CHF | 1 258 090 CHF | 100,00% | 100,00% |