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 | 0,49% | 10,23 CHF | 10,25 CHF | 150 000 | 150 000 | 123 022 | 123 022 | 1 279 350 CHF | 1 282 060 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 10,12 CHF | 10,14 CHF | 150 000 | 150 000 | 122 868 | 122 868 | 1 221 830 CHF | 1 224 530 CHF | 99,65% | 99,65% |
18/11/2024 | 0,50% | 9,66 CHF | 9,68 CHF | 150 000 | 150 000 | 122 982 | 122 982 | 1 211 840 CHF | 1 214 550 CHF | 100,00% | 100,00% |
15/11/2024 | 0,48% | 10,17 CHF | 10,19 CHF | 150 000 | 150 000 | 123 042 | 123 042 | 1 291 900 CHF | 1 294 600 CHF | 100,00% | 100,00% |
14/11/2024 | 0,53% | 10,25 CHF | 10,27 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 204 730 CHF | 1 207 440 CHF | 99,08% | 99,08% |
13/11/2024 | 0,56% | 9,49 CHF | 9,51 CHF | 150 000 | 150 000 | 123 009 | 123 009 | 1 148 300 CHF | 1 151 010 CHF | 100,00% | 100,00% |
12/11/2024 | 0,62% | 8,78 CHF | 8,80 CHF | 150 000 | 150 000 | 123 066 | 123 066 | 1 035 800 CHF | 1 038 510 CHF | 100,00% | 100,00% |
11/11/2024 | 0,66% | 7,72 CHF | 7,74 CHF | 150 000 | 150 000 | 123 014 | 123 014 | 954 260 CHF | 956 964 CHF | 100,00% | 100,00% |
08/11/2024 | 0,65% | 7,56 CHF | 7,58 CHF | 150 000 | 150 000 | 123 006 | 123 006 | 955 138 CHF | 957 842 CHF | 100,00% | 100,00% |
07/11/2024 | 0,98% | 7,80 CHF | 7,82 CHF | 150 000 | 150 000 | 123 042 | 123 042 | 914 279 CHF | 917 626 CHF | 100,00% | 100,00% |