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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,40% | 12,81 CHF | 12,83 CHF | 150 000 | 150 000 | 122 964 | 122 964 | 1 564 870 CHF | 1 567 570 CHF | 100,00% | 100,00% |
22/11/2024 | 0,41% | 13,16 CHF | 13,18 CHF | 150 000 | 150 000 | 122 977 | 122 977 | 1 557 880 CHF | 1 560 580 CHF | 100,00% | 100,00% |
20/11/2024 | 0,42% | 11,77 CHF | 11,79 CHF | 150 000 | 150 000 | 123 021 | 123 021 | 1 469 350 CHF | 1 472 050 CHF | 100,00% | 100,00% |
19/11/2024 | 0,44% | 11,66 CHF | 11,68 CHF | 150 000 | 150 000 | 122 864 | 122 864 | 1 410 960 CHF | 1 413 660 CHF | 99,64% | 99,64% |
18/11/2024 | 0,43% | 11,21 CHF | 11,23 CHF | 150 000 | 150 000 | 123 026 | 123 026 | 1 402 620 CHF | 1 405 320 CHF | 100,00% | 100,00% |
15/11/2024 | 0,42% | 11,72 CHF | 11,74 CHF | 150 000 | 150 000 | 123 039 | 123 039 | 1 482 470 CHF | 1 485 170 CHF | 100,00% | 100,00% |
14/11/2024 | 0,45% | 11,80 CHF | 11,82 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 395 800 CHF | 1 398 500 CHF | 99,08% | 99,08% |
13/11/2024 | 0,48% | 11,03 CHF | 11,05 CHF | 150 000 | 150 000 | 123 007 | 123 007 | 1 337 620 CHF | 1 340 320 CHF | 100,00% | 100,00% |
12/11/2024 | 0,52% | 10,32 CHF | 10,34 CHF | 150 000 | 150 000 | 123 067 | 123 067 | 1 224 970 CHF | 1 227 670 CHF | 100,00% | 100,00% |
11/11/2024 | 0,55% | 9,26 CHF | 9,28 CHF | 150 000 | 150 000 | 123 033 | 123 033 | 1 143 030 CHF | 1 145 730 CHF | 100,00% | 100,00% |