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% | 13,28 CHF | 13,30 CHF | 150 000 | 150 000 | 123 009 | 123 009 | 1 655 010 CHF | 1 657 720 CHF | 100,00% | 100,00% |
19/11/2024 | 0,39% | 13,17 CHF | 13,19 CHF | 150 000 | 150 000 | 122 871 | 122 871 | 1 596 070 CHF | 1 598 770 CHF | 99,66% | 99,66% |
18/11/2024 | 0,38% | 12,72 CHF | 12,74 CHF | 150 000 | 150 000 | 122 982 | 122 982 | 1 588 200 CHF | 1 590 910 CHF | 100,00% | 100,00% |
15/11/2024 | 0,37% | 13,24 CHF | 13,26 CHF | 150 000 | 150 000 | 123 040 | 123 040 | 1 668 870 CHF | 1 671 580 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 13,31 CHF | 13,33 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 582 630 CHF | 1 585 340 CHF | 99,08% | 99,08% |
13/11/2024 | 0,42% | 12,54 CHF | 12,56 CHF | 150 000 | 150 000 | 123 009 | 123 009 | 1 522 800 CHF | 1 525 500 CHF | 100,00% | 100,00% |
12/11/2024 | 0,45% | 11,82 CHF | 11,84 CHF | 150 000 | 150 000 | 123 067 | 123 067 | 1 409 980 CHF | 1 412 680 CHF | 100,00% | 100,00% |
11/11/2024 | 0,47% | 10,76 CHF | 10,78 CHF | 150 000 | 150 000 | 123 014 | 123 014 | 1 327 310 CHF | 1 330 010 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 10,57 CHF | 10,59 CHF | 150 000 | 150 000 | 123 006 | 123 006 | 1 324 940 CHF | 1 327 640 CHF | 100,00% | 100,00% |
07/11/2024 | 0,69% | 10,81 CHF | 10,83 CHF | 150 000 | 150 000 | 123 042 | 123 042 | 1 285 220 CHF | 1 288 570 CHF | 100,00% | 100,00% |