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% | 11,88 CHF | 11,90 CHF | 150 000 | 150 000 | 123 022 | 123 022 | 1 482 950 CHF | 1 485 660 CHF | 100,00% | 100,00% |
19/11/2024 | 0,44% | 11,77 CHF | 11,79 CHF | 150 000 | 150 000 | 122 962 | 122 962 | 1 425 730 CHF | 1 428 430 CHF | 100,00% | 100,00% |
18/11/2024 | 0,43% | 11,32 CHF | 11,34 CHF | 150 000 | 150 000 | 122 982 | 122 982 | 1 415 730 CHF | 1 418 440 CHF | 100,00% | 100,00% |
15/11/2024 | 0,41% | 11,83 CHF | 11,85 CHF | 150 000 | 150 000 | 123 042 | 123 042 | 1 496 140 CHF | 1 498 850 CHF | 100,00% | 100,00% |
14/11/2024 | 0,45% | 11,91 CHF | 11,93 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 409 470 CHF | 1 412 170 CHF | 99,08% | 99,08% |
13/11/2024 | 0,47% | 11,14 CHF | 11,16 CHF | 150 000 | 150 000 | 123 009 | 123 009 | 1 351 190 CHF | 1 353 890 CHF | 100,00% | 100,00% |
12/11/2024 | 0,52% | 10,43 CHF | 10,45 CHF | 150 000 | 150 000 | 123 066 | 123 066 | 1 238 480 CHF | 1 241 190 CHF | 100,00% | 100,00% |
11/11/2024 | 0,54% | 9,37 CHF | 9,39 CHF | 150 000 | 150 000 | 123 014 | 123 014 | 1 156 370 CHF | 1 159 070 CHF | 100,00% | 100,00% |
08/11/2024 | 0,54% | 9,19 CHF | 9,21 CHF | 150 000 | 150 000 | 123 006 | 123 006 | 1 155 470 CHF | 1 158 170 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 9,43 CHF | 9,45 CHF | 150 000 | 150 000 | 123 042 | 123 042 | 1 115 220 CHF | 1 118 560 CHF | 100,00% | 100,00% |