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% | 12,31 CHF | 12,33 CHF | 150 000 | 150 000 | 123 008 | 123 008 | 1 535 750 CHF | 1 538 450 CHF | 100,00% | 100,00% |
19/11/2024 | 0,42% | 12,20 CHF | 12,22 CHF | 150 000 | 150 000 | 122 869 | 122 869 | 1 477 280 CHF | 1 479 980 CHF | 99,65% | 99,65% |
18/11/2024 | 0,41% | 11,75 CHF | 11,77 CHF | 150 000 | 150 000 | 122 982 | 122 982 | 1 468 760 CHF | 1 471 460 CHF | 100,00% | 100,00% |
15/11/2024 | 0,40% | 12,27 CHF | 12,29 CHF | 150 000 | 150 000 | 123 039 | 123 039 | 1 549 220 CHF | 1 551 930 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 12,34 CHF | 12,36 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 462 680 CHF | 1 465 390 CHF | 99,08% | 99,08% |
13/11/2024 | 0,46% | 11,57 CHF | 11,59 CHF | 150 000 | 150 000 | 123 011 | 123 011 | 1 403 970 CHF | 1 406 670 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 10,86 CHF | 10,88 CHF | 150 000 | 150 000 | 123 066 | 123 066 | 1 291 190 CHF | 1 293 890 CHF | 100,00% | 100,00% |
11/11/2024 | 0,52% | 9,79 CHF | 9,81 CHF | 150 000 | 150 000 | 123 033 | 123 033 | 1 209 110 CHF | 1 211 820 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 9,62 CHF | 9,64 CHF | 150 000 | 150 000 | 123 007 | 123 007 | 1 207 600 CHF | 1 210 300 CHF | 100,00% | 100,00% |
07/11/2024 | 0,76% | 9,86 CHF | 9,88 CHF | 150 000 | 150 000 | 123 043 | 123 043 | 1 167 500 CHF | 1 170 850 CHF | 100,00% | 100,00% |