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 | 0,44% | 11,41 CHF | 11,43 CHF | 150 000 | 150 000 | 123 022 | 123 022 | 1 424 530 CHF | 1 427 230 CHF | 100,00% | 100,00% |
19/11/2024 | 0,46% | 11,30 CHF | 11,32 CHF | 150 000 | 150 000 | 122 869 | 122 869 | 1 366 380 CHF | 1 369 080 CHF | 99,66% | 99,66% |
18/11/2024 | 0,44% | 10,84 CHF | 10,86 CHF | 150 000 | 150 000 | 122 982 | 122 982 | 1 357 200 CHF | 1 359 910 CHF | 100,00% | 100,00% |
15/11/2024 | 0,43% | 11,36 CHF | 11,38 CHF | 150 000 | 150 000 | 123 042 | 123 042 | 1 437 520 CHF | 1 440 230 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 11,43 CHF | 11,45 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 350 650 CHF | 1 353 360 CHF | 99,08% | 99,08% |
13/11/2024 | 0,50% | 10,67 CHF | 10,69 CHF | 150 000 | 150 000 | 123 009 | 123 009 | 1 292 940 CHF | 1 295 640 CHF | 100,00% | 100,00% |
12/11/2024 | 0,54% | 9,95 CHF | 9,97 CHF | 150 000 | 150 000 | 123 066 | 123 066 | 1 180 300 CHF | 1 183 010 CHF | 100,00% | 100,00% |
11/11/2024 | 0,57% | 8,89 CHF | 8,91 CHF | 150 000 | 150 000 | 123 014 | 123 014 | 1 098 330 CHF | 1 101 040 CHF | 100,00% | 100,00% |
08/11/2024 | 0,56% | 8,72 CHF | 8,74 CHF | 150 000 | 150 000 | 123 006 | 123 006 | 1 097 970 CHF | 1 100 670 CHF | 100,00% | 100,00% |
07/11/2024 | 0,84% | 8,97 CHF | 8,99 CHF | 150 000 | 150 000 | 123 042 | 123 042 | 1 057 490 CHF | 1 060 840 CHF | 100,00% | 100,00% |