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 | 0,40% | 12,50 CHF | 12,52 CHF | 150 000 | 150 000 | 123 022 | 123 022 | 1 558 350 CHF | 1 561 050 CHF | 100,00% | 100,00% |
19/11/2024 | 0,42% | 12,38 CHF | 12,40 CHF | 150 000 | 150 000 | 122 946 | 122 946 | 1 500 630 CHF | 1 503 340 CHF | 99,93% | 99,93% |
18/11/2024 | 0,41% | 11,93 CHF | 11,95 CHF | 150 000 | 150 000 | 122 982 | 122 982 | 1 491 230 CHF | 1 493 940 CHF | 100,00% | 100,00% |
15/11/2024 | 0,39% | 12,45 CHF | 12,47 CHF | 150 000 | 150 000 | 123 039 | 123 039 | 1 571 720 CHF | 1 574 430 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 12,52 CHF | 12,54 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 485 260 CHF | 1 487 960 CHF | 99,08% | 99,08% |
13/11/2024 | 0,45% | 11,75 CHF | 11,77 CHF | 150 000 | 150 000 | 123 007 | 123 007 | 1 426 280 CHF | 1 428 990 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 11,04 CHF | 11,06 CHF | 150 000 | 150 000 | 123 067 | 123 067 | 1 313 550 CHF | 1 316 260 CHF | 100,00% | 100,00% |
11/11/2024 | 0,51% | 9,97 CHF | 9,99 CHF | 150 000 | 150 000 | 123 014 | 123 014 | 1 231 200 CHF | 1 233 900 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 9,80 CHF | 9,82 CHF | 150 000 | 150 000 | 123 007 | 123 007 | 1 229 680 CHF | 1 232 380 CHF | 100,00% | 100,00% |
07/11/2024 | 0,75% | 10,04 CHF | 10,06 CHF | 150 000 | 150 000 | 123 041 | 123 041 | 1 189 640 CHF | 1 192 980 CHF | 100,00% | 100,00% |