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 | 0,47% | 10,68 CHF | 10,70 CHF | 150 000 | 150 000 | 123 008 | 123 008 | 1 334 670 CHF | 1 337 370 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 10,57 CHF | 10,59 CHF | 150 000 | 150 000 | 122 964 | 122 964 | 1 278 140 CHF | 1 280 840 CHF | 100,00% | 100,00% |
18/11/2024 | 0,47% | 10,12 CHF | 10,14 CHF | 150 000 | 150 000 | 123 025 | 123 025 | 1 267 850 CHF | 1 270 550 CHF | 100,00% | 100,00% |
15/11/2024 | 0,46% | 10,63 CHF | 10,65 CHF | 150 000 | 150 000 | 123 039 | 123 039 | 1 347 530 CHF | 1 350 230 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 10,70 CHF | 10,72 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 260 500 CHF | 1 263 200 CHF | 99,08% | 99,08% |
13/11/2024 | 0,54% | 9,94 CHF | 9,96 CHF | 150 000 | 150 000 | 123 007 | 123 007 | 1 203 560 CHF | 1 206 270 CHF | 100,00% | 100,00% |
12/11/2024 | 0,59% | 9,23 CHF | 9,25 CHF | 150 000 | 150 000 | 123 066 | 123 066 | 1 091 010 CHF | 1 093 720 CHF | 100,00% | 100,00% |
11/11/2024 | 0,63% | 8,17 CHF | 8,19 CHF | 150 000 | 150 000 | 123 033 | 123 033 | 1 009 450 CHF | 1 012 150 CHF | 100,00% | 100,00% |
08/11/2024 | 0,61% | 8,00 CHF | 8,02 CHF | 150 000 | 150 000 | 123 007 | 123 007 | 1 009 690 CHF | 1 012 400 CHF | 100,00% | 100,00% |
07/11/2024 | 0,92% | 8,25 CHF | 8,27 CHF | 150 000 | 150 000 | 123 043 | 123 043 | 968 971 CHF | 972 318 CHF | 100,00% | 100,00% |