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% | 11,35 CHF | 11,37 CHF | 150 000 | 150 000 | 123 009 | 123 009 | 1 417 490 CHF | 1 420 200 CHF | 100,00% | 100,00% |
19/11/2024 | 0,46% | 11,24 CHF | 11,26 CHF | 150 000 | 150 000 | 122 871 | 122 871 | 1 359 560 CHF | 1 362 260 CHF | 99,66% | 99,66% |
18/11/2024 | 0,45% | 10,79 CHF | 10,81 CHF | 150 000 | 150 000 | 123 025 | 123 025 | 1 350 810 CHF | 1 353 510 CHF | 100,00% | 100,00% |
15/11/2024 | 0,43% | 11,30 CHF | 11,32 CHF | 150 000 | 150 000 | 123 040 | 123 040 | 1 430 590 CHF | 1 433 300 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 11,38 CHF | 11,40 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 343 790 CHF | 1 346 490 CHF | 99,08% | 99,08% |
13/11/2024 | 0,50% | 10,61 CHF | 10,63 CHF | 150 000 | 150 000 | 123 009 | 123 009 | 1 286 120 CHF | 1 288 820 CHF | 100,00% | 100,00% |
12/11/2024 | 0,55% | 9,90 CHF | 9,92 CHF | 150 000 | 150 000 | 123 066 | 123 066 | 1 173 470 CHF | 1 176 170 CHF | 100,00% | 100,00% |
11/11/2024 | 0,58% | 8,84 CHF | 8,86 CHF | 150 000 | 150 000 | 123 033 | 123 033 | 1 091 690 CHF | 1 094 400 CHF | 100,00% | 100,00% |
08/11/2024 | 0,57% | 8,67 CHF | 8,69 CHF | 150 000 | 150 000 | 123 006 | 123 006 | 1 091 190 CHF | 1 093 900 CHF | 100,00% | 100,00% |
07/11/2024 | 0,85% | 8,91 CHF | 8,93 CHF | 150 000 | 150 000 | 123 044 | 123 044 | 1 050 780 CHF | 1 054 130 CHF | 100,00% | 100,00% |