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% | 12,59 CHF | 12,61 CHF | 150 000 | 150 000 | 123 022 | 123 022 | 1 569 370 CHF | 1 572 080 CHF | 100,00% | 100,00% |
19/11/2024 | 0,41% | 12,47 CHF | 12,49 CHF | 150 000 | 150 000 | 122 962 | 122 962 | 1 511 840 CHF | 1 514 540 CHF | 100,00% | 100,00% |
18/11/2024 | 0,40% | 12,02 CHF | 12,04 CHF | 150 000 | 150 000 | 123 026 | 123 026 | 1 502 800 CHF | 1 505 500 CHF | 100,00% | 100,00% |
15/11/2024 | 0,39% | 12,54 CHF | 12,56 CHF | 150 000 | 150 000 | 123 042 | 123 042 | 1 582 810 CHF | 1 585 520 CHF | 100,00% | 100,00% |
14/11/2024 | 0,42% | 12,61 CHF | 12,63 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 496 320 CHF | 1 499 030 CHF | 99,08% | 99,08% |
13/11/2024 | 0,45% | 11,84 CHF | 11,86 CHF | 150 000 | 150 000 | 123 006 | 123 006 | 1 437 240 CHF | 1 439 950 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 11,13 CHF | 11,15 CHF | 150 000 | 150 000 | 123 067 | 123 067 | 1 324 510 CHF | 1 327 220 CHF | 100,00% | 100,00% |
11/11/2024 | 0,51% | 10,06 CHF | 10,08 CHF | 150 000 | 150 000 | 123 033 | 123 033 | 1 242 310 CHF | 1 245 010 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 9,88 CHF | 9,90 CHF | 150 000 | 150 000 | 123 010 | 123 010 | 1 240 530 CHF | 1 243 240 CHF | 100,00% | 100,00% |
07/11/2024 | 0,74% | 10,12 CHF | 10,14 CHF | 150 000 | 150 000 | 123 042 | 123 042 | 1 200 520 CHF | 1 203 860 CHF | 100,00% | 100,00% |