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 | 0,46% | 10,72 CHF | 10,74 CHF | 150 000 | 150 000 | 123 021 | 123 021 | 1 339 640 CHF | 1 342 340 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 10,61 CHF | 10,63 CHF | 150 000 | 150 000 | 122 870 | 122 870 | 1 281 880 CHF | 1 284 580 CHF | 99,65% | 99,65% |
18/11/2024 | 0,47% | 10,15 CHF | 10,17 CHF | 150 000 | 150 000 | 122 982 | 122 982 | 1 272 220 CHF | 1 274 930 CHF | 100,00% | 100,00% |
15/11/2024 | 0,46% | 10,67 CHF | 10,69 CHF | 150 000 | 150 000 | 123 040 | 123 040 | 1 352 360 CHF | 1 355 060 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 10,74 CHF | 10,76 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 265 340 CHF | 1 268 040 CHF | 99,08% | 99,08% |
13/11/2024 | 0,53% | 9,98 CHF | 10,00 CHF | 150 000 | 150 000 | 123 009 | 123 009 | 1 208 380 CHF | 1 211 080 CHF | 100,00% | 100,00% |
12/11/2024 | 0,59% | 9,27 CHF | 9,29 CHF | 150 000 | 150 000 | 123 067 | 123 067 | 1 095 830 CHF | 1 098 540 CHF | 100,00% | 100,00% |
11/11/2024 | 0,62% | 8,21 CHF | 8,23 CHF | 150 000 | 150 000 | 123 033 | 123 033 | 1 014 250 CHF | 1 016 950 CHF | 100,00% | 100,00% |
08/11/2024 | 0,61% | 8,04 CHF | 8,06 CHF | 150 000 | 150 000 | 123 010 | 123 010 | 1 014 500 CHF | 1 017 200 CHF | 100,00% | 100,00% |
07/11/2024 | 0,92% | 8,29 CHF | 8,31 CHF | 150 000 | 150 000 | 123 042 | 123 042 | 973 741 CHF | 977 088 CHF | 100,00% | 100,00% |