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 | 0,41% | 12,13 CHF | 12,15 CHF | 150 000 | 150 000 | 123 021 | 123 021 | 1 513 450 CHF | 1 516 150 CHF | 100,00% | 100,00% |
19/11/2024 | 0,43% | 12,02 CHF | 12,04 CHF | 150 000 | 150 000 | 122 964 | 122 964 | 1 456 160 CHF | 1 458 870 CHF | 100,00% | 100,00% |
18/11/2024 | 0,42% | 11,57 CHF | 11,59 CHF | 150 000 | 150 000 | 123 025 | 123 025 | 1 446 790 CHF | 1 449 500 CHF | 100,00% | 100,00% |
15/11/2024 | 0,40% | 12,08 CHF | 12,10 CHF | 150 000 | 150 000 | 123 040 | 123 040 | 1 526 730 CHF | 1 529 430 CHF | 100,00% | 100,00% |
14/11/2024 | 0,44% | 12,16 CHF | 12,18 CHF | 150 000 | 150 000 | 123 257 | 123 257 | 1 440 610 CHF | 1 443 320 CHF | 99,20% | 99,20% |
13/11/2024 | 0,46% | 11,39 CHF | 11,41 CHF | 150 000 | 150 000 | 123 009 | 123 009 | 1 381 590 CHF | 1 384 300 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 10,67 CHF | 10,69 CHF | 150 000 | 150 000 | 123 067 | 123 067 | 1 268 880 CHF | 1 271 580 CHF | 100,00% | 100,00% |
11/11/2024 | 0,53% | 9,61 CHF | 9,63 CHF | 150 000 | 150 000 | 123 033 | 123 033 | 1 186 830 CHF | 1 189 530 CHF | 100,00% | 100,00% |
08/11/2024 | 0,52% | 9,44 CHF | 9,46 CHF | 150 000 | 150 000 | 123 006 | 123 006 | 1 185 500 CHF | 1 188 210 CHF | 100,00% | 100,00% |
07/11/2024 | 0,78% | 9,68 CHF | 9,70 CHF | 150 000 | 150 000 | 123 042 | 123 042 | 1 145 340 CHF | 1 148 690 CHF | 100,00% | 100,00% |