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% | 13,11 CHF | 13,13 CHF | 150 000 | 150 000 | 123 021 | 123 021 | 1 633 380 CHF | 1 636 080 CHF | 100,00% | 100,00% |
19/11/2024 | 0,40% | 12,99 CHF | 13,01 CHF | 150 000 | 150 000 | 122 873 | 122 873 | 1 574 390 CHF | 1 577 090 CHF | 99,66% | 99,66% |
18/11/2024 | 0,39% | 12,54 CHF | 12,56 CHF | 150 000 | 150 000 | 123 025 | 123 025 | 1 566 920 CHF | 1 569 630 CHF | 100,00% | 100,00% |
15/11/2024 | 0,37% | 13,06 CHF | 13,08 CHF | 150 000 | 150 000 | 123 040 | 123 040 | 1 646 990 CHF | 1 649 690 CHF | 100,00% | 100,00% |
14/11/2024 | 0,41% | 13,13 CHF | 13,15 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 560 740 CHF | 1 563 450 CHF | 99,08% | 99,08% |
13/11/2024 | 0,43% | 12,36 CHF | 12,38 CHF | 150 000 | 150 000 | 123 009 | 123 009 | 1 501 080 CHF | 1 503 790 CHF | 100,00% | 100,00% |
12/11/2024 | 0,46% | 11,64 CHF | 11,66 CHF | 150 000 | 150 000 | 123 066 | 123 066 | 1 388 250 CHF | 1 390 950 CHF | 100,00% | 100,00% |
11/11/2024 | 0,48% | 10,58 CHF | 10,60 CHF | 150 000 | 150 000 | 123 033 | 123 033 | 1 305 880 CHF | 1 308 580 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 10,40 CHF | 10,42 CHF | 150 000 | 150 000 | 123 006 | 123 006 | 1 303 500 CHF | 1 306 210 CHF | 100,00% | 100,00% |
07/11/2024 | 0,70% | 10,64 CHF | 10,66 CHF | 150 000 | 150 000 | 123 044 | 123 044 | 1 263 700 CHF | 1 267 050 CHF | 100,00% | 100,00% |