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% | 11,17 CHF | 11,19 CHF | 150 000 | 150 000 | 123 008 | 123 008 | 1 395 710 CHF | 1 398 420 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 11,07 CHF | 11,09 CHF | 150 000 | 150 000 | 122 964 | 122 964 | 1 338 990 CHF | 1 341 700 CHF | 100,00% | 100,00% |
18/11/2024 | 0,45% | 10,61 CHF | 10,63 CHF | 150 000 | 150 000 | 123 025 | 123 025 | 1 329 000 CHF | 1 331 710 CHF | 100,00% | 100,00% |
15/11/2024 | 0,44% | 11,12 CHF | 11,14 CHF | 150 000 | 150 000 | 123 039 | 123 039 | 1 408 760 CHF | 1 411 460 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 11,20 CHF | 11,22 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 321 900 CHF | 1 324 610 CHF | 99,08% | 99,08% |
13/11/2024 | 0,51% | 10,44 CHF | 10,46 CHF | 150 000 | 150 000 | 123 007 | 123 007 | 1 264 390 CHF | 1 267 090 CHF | 100,00% | 100,00% |
12/11/2024 | 0,56% | 9,72 CHF | 9,74 CHF | 150 000 | 150 000 | 123 066 | 123 066 | 1 151 800 CHF | 1 154 500 CHF | 100,00% | 100,00% |
11/11/2024 | 0,59% | 8,66 CHF | 8,68 CHF | 150 000 | 150 000 | 123 033 | 123 033 | 1 070 080 CHF | 1 072 780 CHF | 100,00% | 100,00% |
08/11/2024 | 0,58% | 8,49 CHF | 8,51 CHF | 150 000 | 150 000 | 123 007 | 123 007 | 1 069 800 CHF | 1 072 500 CHF | 100,00% | 100,00% |
07/11/2024 | 0,87% | 8,74 CHF | 8,76 CHF | 150 000 | 150 000 | 123 043 | 123 043 | 1 029 260 CHF | 1 032 610 CHF | 100,00% | 100,00% |