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 | 0,43% | 11,53 CHF | 11,55 CHF | 150 000 | 150 000 | 123 022 | 123 022 | 1 439 450 CHF | 1 442 150 CHF | 100,00% | 100,00% |
19/11/2024 | 0,45% | 11,42 CHF | 11,44 CHF | 150 000 | 150 000 | 122 869 | 122 869 | 1 381 220 CHF | 1 383 930 CHF | 99,66% | 99,66% |
18/11/2024 | 0,44% | 10,97 CHF | 10,99 CHF | 150 000 | 150 000 | 122 982 | 122 982 | 1 372 150 CHF | 1 374 850 CHF | 100,00% | 100,00% |
15/11/2024 | 0,42% | 11,48 CHF | 11,50 CHF | 150 000 | 150 000 | 123 042 | 123 042 | 1 452 480 CHF | 1 455 180 CHF | 100,00% | 100,00% |
14/11/2024 | 0,46% | 11,55 CHF | 11,57 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 365 680 CHF | 1 368 390 CHF | 99,08% | 99,08% |
13/11/2024 | 0,49% | 10,79 CHF | 10,81 CHF | 150 000 | 150 000 | 123 010 | 123 010 | 1 307 830 CHF | 1 310 530 CHF | 100,00% | 100,00% |
12/11/2024 | 0,54% | 10,07 CHF | 10,09 CHF | 150 000 | 150 000 | 123 066 | 123 066 | 1 195 140 CHF | 1 197 850 CHF | 100,00% | 100,00% |
11/11/2024 | 0,57% | 9,01 CHF | 9,03 CHF | 150 000 | 150 000 | 123 014 | 123 014 | 1 113 150 CHF | 1 115 850 CHF | 100,00% | 100,00% |
08/11/2024 | 0,56% | 8,84 CHF | 8,86 CHF | 150 000 | 150 000 | 123 007 | 123 007 | 1 112 660 CHF | 1 115 370 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 9,09 CHF | 9,11 CHF | 150 000 | 150 000 | 123 041 | 123 041 | 1 072 230 CHF | 1 075 580 CHF | 100,00% | 100,00% |