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% | 12,41 CHF | 12,43 CHF | 150 000 | 150 000 | 123 022 | 123 022 | 1 547 600 CHF | 1 550 300 CHF | 100,00% | 100,00% |
19/11/2024 | 0,42% | 12,29 CHF | 12,31 CHF | 150 000 | 150 000 | 122 962 | 122 962 | 1 490 120 CHF | 1 492 830 CHF | 100,00% | 100,00% |
18/11/2024 | 0,41% | 11,84 CHF | 11,86 CHF | 150 000 | 150 000 | 122 982 | 122 982 | 1 480 430 CHF | 1 483 130 CHF | 100,00% | 100,00% |
15/11/2024 | 0,40% | 12,36 CHF | 12,38 CHF | 150 000 | 150 000 | 123 039 | 123 039 | 1 560 900 CHF | 1 563 600 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 12,43 CHF | 12,45 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 474 410 CHF | 1 477 120 CHF | 99,08% | 99,08% |
13/11/2024 | 0,45% | 11,67 CHF | 11,69 CHF | 150 000 | 150 000 | 123 010 | 123 010 | 1 415 560 CHF | 1 418 260 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 10,95 CHF | 10,97 CHF | 150 000 | 150 000 | 123 067 | 123 067 | 1 302 820 CHF | 1 305 520 CHF | 100,00% | 100,00% |
11/11/2024 | 0,52% | 9,89 CHF | 9,91 CHF | 150 000 | 150 000 | 123 033 | 123 033 | 1 220 660 CHF | 1 223 360 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 9,71 CHF | 9,73 CHF | 150 000 | 150 000 | 123 007 | 123 007 | 1 219 030 CHF | 1 221 730 CHF | 100,00% | 100,00% |
07/11/2024 | 0,75% | 9,95 CHF | 9,97 CHF | 150 000 | 150 000 | 123 041 | 123 041 | 1 178 960 CHF | 1 182 310 CHF | 100,00% | 100,00% |