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 | 0,46% | 10,86 CHF | 10,88 CHF | 150 000 | 150 000 | 123 021 | 123 021 | 1 357 230 CHF | 1 359 930 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 10,75 CHF | 10,77 CHF | 150 000 | 150 000 | 122 871 | 122 871 | 1 299 400 CHF | 1 302 100 CHF | 99,66% | 99,66% |
18/11/2024 | 0,47% | 10,30 CHF | 10,32 CHF | 150 000 | 150 000 | 123 026 | 123 026 | 1 290 310 CHF | 1 293 010 CHF | 100,00% | 100,00% |
15/11/2024 | 0,45% | 10,81 CHF | 10,83 CHF | 150 000 | 150 000 | 123 040 | 123 040 | 1 369 990 CHF | 1 372 690 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 10,88 CHF | 10,90 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 283 010 CHF | 1 285 720 CHF | 99,08% | 99,08% |
13/11/2024 | 0,53% | 10,12 CHF | 10,14 CHF | 150 000 | 150 000 | 123 009 | 123 009 | 1 225 900 CHF | 1 228 600 CHF | 100,00% | 100,00% |
12/11/2024 | 0,58% | 9,41 CHF | 9,43 CHF | 150 000 | 150 000 | 123 067 | 123 067 | 1 113 320 CHF | 1 116 030 CHF | 100,00% | 100,00% |
11/11/2024 | 0,61% | 8,35 CHF | 8,37 CHF | 150 000 | 150 000 | 123 033 | 123 033 | 1 031 730 CHF | 1 034 440 CHF | 100,00% | 100,00% |
08/11/2024 | 0,60% | 8,18 CHF | 8,20 CHF | 150 000 | 150 000 | 123 006 | 123 006 | 1 031 760 CHF | 1 034 460 CHF | 100,00% | 100,00% |
07/11/2024 | 0,90% | 8,43 CHF | 8,45 CHF | 150 000 | 150 000 | 123 041 | 123 041 | 991 085 CHF | 994 432 CHF | 100,00% | 100,00% |