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 | 0,48% | 10,41 CHF | 10,43 CHF | 150 000 | 150 000 | 123 008 | 123 008 | 1 301 640 CHF | 1 304 340 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 10,30 CHF | 10,32 CHF | 150 000 | 150 000 | 122 944 | 122 944 | 1 244 990 CHF | 1 247 690 CHF | 99,93% | 99,93% |
18/11/2024 | 0,49% | 9,85 CHF | 9,87 CHF | 150 000 | 150 000 | 123 026 | 123 026 | 1 234 760 CHF | 1 237 470 CHF | 100,00% | 100,00% |
15/11/2024 | 0,47% | 10,36 CHF | 10,38 CHF | 150 000 | 150 000 | 123 039 | 123 039 | 1 314 380 CHF | 1 317 080 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 10,43 CHF | 10,45 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 227 250 CHF | 1 229 960 CHF | 99,08% | 99,08% |
13/11/2024 | 0,55% | 9,67 CHF | 9,69 CHF | 150 000 | 150 000 | 123 007 | 123 007 | 1 170 630 CHF | 1 173 330 CHF | 100,00% | 100,00% |
12/11/2024 | 0,61% | 8,96 CHF | 8,98 CHF | 150 000 | 150 000 | 123 067 | 123 067 | 1 058 120 CHF | 1 060 820 CHF | 100,00% | 100,00% |
11/11/2024 | 0,65% | 7,90 CHF | 7,92 CHF | 150 000 | 150 000 | 123 033 | 123 033 | 976 664 CHF | 979 368 CHF | 100,00% | 100,00% |
08/11/2024 | 0,63% | 7,74 CHF | 7,76 CHF | 150 000 | 150 000 | 123 007 | 123 007 | 977 192 CHF | 979 896 CHF | 100,00% | 100,00% |
07/11/2024 | 0,95% | 7,98 CHF | 8,00 CHF | 150 000 | 150 000 | 123 041 | 123 041 | 936 384 CHF | 939 731 CHF | 100,00% | 100,00% |