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 | 0,47% | 10,54 CHF | 10,56 CHF | 150 000 | 150 000 | 123 022 | 123 022 | 1 317 900 CHF | 1 320 600 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 10,43 CHF | 10,45 CHF | 150 000 | 150 000 | 122 964 | 122 964 | 1 261 270 CHF | 1 263 980 CHF | 100,00% | 100,00% |
18/11/2024 | 0,48% | 9,98 CHF | 10,00 CHF | 150 000 | 150 000 | 123 025 | 123 025 | 1 250 880 CHF | 1 253 580 CHF | 100,00% | 100,00% |
15/11/2024 | 0,46% | 10,49 CHF | 10,51 CHF | 150 000 | 150 000 | 123 040 | 123 040 | 1 330 540 CHF | 1 333 240 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 10,56 CHF | 10,58 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 243 460 CHF | 1 246 160 CHF | 99,08% | 99,08% |
13/11/2024 | 0,54% | 9,80 CHF | 9,82 CHF | 150 000 | 150 000 | 123 009 | 123 009 | 1 186 690 CHF | 1 189 390 CHF | 100,00% | 100,00% |
12/11/2024 | 0,60% | 9,09 CHF | 9,11 CHF | 150 000 | 150 000 | 123 066 | 123 066 | 1 074 170 CHF | 1 076 870 CHF | 100,00% | 100,00% |
11/11/2024 | 0,64% | 8,03 CHF | 8,05 CHF | 150 000 | 150 000 | 123 033 | 123 033 | 992 660 CHF | 995 364 CHF | 100,00% | 100,00% |
08/11/2024 | 0,62% | 7,87 CHF | 7,89 CHF | 150 000 | 150 000 | 123 006 | 123 006 | 993 050 CHF | 995 753 CHF | 100,00% | 100,00% |
07/11/2024 | 0,94% | 8,11 CHF | 8,13 CHF | 150 000 | 150 000 | 123 044 | 123 044 | 952 316 CHF | 955 663 CHF | 100,00% | 100,00% |