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% | 12,93 CHF | 12,95 CHF | 150 000 | 150 000 | 123 022 | 123 022 | 1 612 260 CHF | 1 614 970 CHF | 100,00% | 100,00% |
19/11/2024 | 0,40% | 12,82 CHF | 12,84 CHF | 150 000 | 150 000 | 122 946 | 122 946 | 1 554 350 CHF | 1 557 050 CHF | 99,93% | 99,93% |
18/11/2024 | 0,39% | 12,37 CHF | 12,39 CHF | 150 000 | 150 000 | 122 982 | 122 982 | 1 545 210 CHF | 1 547 910 CHF | 100,00% | 100,00% |
15/11/2024 | 0,38% | 12,89 CHF | 12,91 CHF | 150 000 | 150 000 | 123 040 | 123 040 | 1 625 790 CHF | 1 628 500 CHF | 100,00% | 100,00% |
14/11/2024 | 0,41% | 12,96 CHF | 12,98 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 539 470 CHF | 1 542 170 CHF | 99,08% | 99,08% |
13/11/2024 | 0,43% | 12,19 CHF | 12,21 CHF | 150 000 | 150 000 | 123 009 | 123 009 | 1 480 030 CHF | 1 482 730 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 11,47 CHF | 11,49 CHF | 150 000 | 150 000 | 123 067 | 123 067 | 1 367 230 CHF | 1 369 930 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 10,41 CHF | 10,43 CHF | 150 000 | 150 000 | 123 033 | 123 033 | 1 284 900 CHF | 1 287 600 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 10,23 CHF | 10,25 CHF | 150 000 | 150 000 | 123 010 | 123 010 | 1 282 750 CHF | 1 285 460 CHF | 100,00% | 100,00% |
07/11/2024 | 0,71% | 10,47 CHF | 10,49 CHF | 150 000 | 150 000 | 123 042 | 123 042 | 1 242 830 CHF | 1 246 170 CHF | 100,00% | 100,00% |