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 | 0,42% | 11,71 CHF | 11,73 CHF | 150 000 | 150 000 | 123 021 | 123 021 | 1 461 190 CHF | 1 463 890 CHF | 100,00% | 100,00% |
19/11/2024 | 0,44% | 11,59 CHF | 11,61 CHF | 150 000 | 150 000 | 122 962 | 122 962 | 1 404 080 CHF | 1 406 780 CHF | 100,00% | 100,00% |
18/11/2024 | 0,43% | 11,14 CHF | 11,16 CHF | 150 000 | 150 000 | 123 026 | 123 026 | 1 394 460 CHF | 1 397 160 CHF | 100,00% | 100,00% |
15/11/2024 | 0,42% | 11,66 CHF | 11,68 CHF | 150 000 | 150 000 | 123 039 | 123 039 | 1 474 300 CHF | 1 477 000 CHF | 100,00% | 100,00% |
14/11/2024 | 0,46% | 11,73 CHF | 11,75 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 387 550 CHF | 1 390 260 CHF | 99,08% | 99,08% |
13/11/2024 | 0,48% | 10,97 CHF | 10,99 CHF | 150 000 | 150 000 | 123 007 | 123 007 | 1 329 490 CHF | 1 332 190 CHF | 100,00% | 100,00% |
12/11/2024 | 0,53% | 10,25 CHF | 10,27 CHF | 150 000 | 150 000 | 123 067 | 123 067 | 1 216 830 CHF | 1 219 540 CHF | 100,00% | 100,00% |
11/11/2024 | 0,56% | 9,19 CHF | 9,21 CHF | 150 000 | 150 000 | 123 033 | 123 033 | 1 134 940 CHF | 1 137 640 CHF | 100,00% | 100,00% |
08/11/2024 | 0,55% | 9,02 CHF | 9,04 CHF | 150 000 | 150 000 | 123 007 | 123 007 | 1 134 080 CHF | 1 136 780 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 9,26 CHF | 9,28 CHF | 150 000 | 150 000 | 123 041 | 123 041 | 1 093 760 CHF | 1 097 100 CHF | 100,00% | 100,00% |