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 | 0,39% | 12,85 CHF | 12,87 CHF | 150 000 | 150 000 | 123 022 | 123 022 | 1 601 890 CHF | 1 604 600 CHF | 100,00% | 100,00% |
19/11/2024 | 0,40% | 12,73 CHF | 12,75 CHF | 150 000 | 150 000 | 122 871 | 122 871 | 1 543 010 CHF | 1 545 710 CHF | 99,66% | 99,66% |
18/11/2024 | 0,39% | 12,29 CHF | 12,31 CHF | 150 000 | 150 000 | 122 982 | 122 982 | 1 534 810 CHF | 1 537 510 CHF | 100,00% | 100,00% |
15/11/2024 | 0,38% | 12,80 CHF | 12,82 CHF | 150 000 | 150 000 | 123 039 | 123 039 | 1 615 400 CHF | 1 618 110 CHF | 100,00% | 100,00% |
14/11/2024 | 0,41% | 12,88 CHF | 12,90 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 529 040 CHF | 1 531 750 CHF | 99,08% | 99,08% |
13/11/2024 | 0,44% | 12,11 CHF | 12,13 CHF | 150 000 | 150 000 | 123 007 | 123 007 | 1 469 650 CHF | 1 472 350 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 11,39 CHF | 11,41 CHF | 150 000 | 150 000 | 123 067 | 123 067 | 1 356 890 CHF | 1 359 590 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 10,33 CHF | 10,35 CHF | 150 000 | 150 000 | 123 033 | 123 033 | 1 274 590 CHF | 1 277 290 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 10,15 CHF | 10,17 CHF | 150 000 | 150 000 | 123 007 | 123 007 | 1 272 500 CHF | 1 275 200 CHF | 100,00% | 100,00% |
07/11/2024 | 0,72% | 10,38 CHF | 10,40 CHF | 150 000 | 150 000 | 123 041 | 123 041 | 1 232 600 CHF | 1 235 950 CHF | 100,00% | 100,00% |