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 | 0,45% | 11,04 CHF | 11,06 CHF | 150 000 | 150 000 | 123 022 | 123 022 | 1 379 680 CHF | 1 382 380 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 10,93 CHF | 10,95 CHF | 150 000 | 150 000 | 122 964 | 122 964 | 1 322 840 CHF | 1 325 540 CHF | 100,00% | 100,00% |
18/11/2024 | 0,46% | 10,48 CHF | 10,50 CHF | 150 000 | 150 000 | 122 982 | 122 982 | 1 312 300 CHF | 1 315 000 CHF | 100,00% | 100,00% |
15/11/2024 | 0,44% | 10,99 CHF | 11,01 CHF | 150 000 | 150 000 | 123 040 | 123 040 | 1 392 500 CHF | 1 395 210 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 11,07 CHF | 11,09 CHF | 150 000 | 150 000 | 123 257 | 123 257 | 1 306 010 CHF | 1 308 720 CHF | 99,20% | 99,20% |
13/11/2024 | 0,52% | 10,31 CHF | 10,33 CHF | 150 000 | 150 000 | 123 009 | 123 009 | 1 248 260 CHF | 1 250 960 CHF | 100,00% | 100,00% |
12/11/2024 | 0,56% | 9,59 CHF | 9,61 CHF | 150 000 | 150 000 | 123 067 | 123 067 | 1 135 680 CHF | 1 138 390 CHF | 100,00% | 100,00% |
11/11/2024 | 0,60% | 8,53 CHF | 8,55 CHF | 150 000 | 150 000 | 123 033 | 123 033 | 1 054 010 CHF | 1 056 710 CHF | 100,00% | 100,00% |
08/11/2024 | 0,59% | 8,36 CHF | 8,38 CHF | 150 000 | 150 000 | 123 010 | 123 010 | 1 053 880 CHF | 1 056 580 CHF | 100,00% | 100,00% |
07/11/2024 | 0,88% | 8,61 CHF | 8,63 CHF | 150 000 | 150 000 | 123 042 | 123 042 | 1 013 250 CHF | 1 016 600 CHF | 100,00% | 100,00% |