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 | 0,43% | 11,59 CHF | 11,61 CHF | 150 000 | 150 000 | 123 009 | 123 009 | 1 446 800 CHF | 1 449 500 CHF | 100,00% | 100,00% |
19/11/2024 | 0,45% | 11,48 CHF | 11,50 CHF | 150 000 | 150 000 | 122 871 | 122 871 | 1 388 740 CHF | 1 391 450 CHF | 99,66% | 99,66% |
18/11/2024 | 0,44% | 11,03 CHF | 11,05 CHF | 150 000 | 150 000 | 123 025 | 123 025 | 1 380 150 CHF | 1 382 860 CHF | 100,00% | 100,00% |
15/11/2024 | 0,42% | 11,54 CHF | 11,56 CHF | 150 000 | 150 000 | 123 040 | 123 040 | 1 459 990 CHF | 1 462 690 CHF | 100,00% | 100,00% |
14/11/2024 | 0,46% | 11,62 CHF | 11,64 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 373 250 CHF | 1 375 960 CHF | 99,08% | 99,08% |
13/11/2024 | 0,49% | 10,85 CHF | 10,87 CHF | 150 000 | 150 000 | 123 009 | 123 009 | 1 315 310 CHF | 1 318 010 CHF | 100,00% | 100,00% |
12/11/2024 | 0,53% | 10,14 CHF | 10,16 CHF | 150 000 | 150 000 | 123 066 | 123 066 | 1 202 630 CHF | 1 205 340 CHF | 100,00% | 100,00% |
11/11/2024 | 0,56% | 9,08 CHF | 9,10 CHF | 150 000 | 150 000 | 123 033 | 123 033 | 1 120 770 CHF | 1 123 480 CHF | 100,00% | 100,00% |
08/11/2024 | 0,55% | 8,90 CHF | 8,92 CHF | 150 000 | 150 000 | 123 006 | 123 006 | 1 120 060 CHF | 1 122 760 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 9,14 CHF | 9,16 CHF | 150 000 | 150 000 | 123 044 | 123 044 | 1 079 650 CHF | 1 083 000 CHF | 100,00% | 100,00% |