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 | 0,50% | 9,85 CHF | 9,87 CHF | 150 000 | 150 000 | 123 009 | 123 009 | 1 233 110 CHF | 1 235 810 CHF | 100,00% | 100,00% |
19/11/2024 | 0,53% | 9,75 CHF | 9,77 CHF | 150 000 | 150 000 | 122 869 | 122 869 | 1 175 920 CHF | 1 178 620 CHF | 99,66% | 99,66% |
18/11/2024 | 0,51% | 9,29 CHF | 9,31 CHF | 150 000 | 150 000 | 123 026 | 123 026 | 1 166 100 CHF | 1 168 800 CHF | 100,00% | 100,00% |
15/11/2024 | 0,49% | 9,80 CHF | 9,82 CHF | 150 000 | 150 000 | 123 040 | 123 040 | 1 245 630 CHF | 1 248 340 CHF | 100,00% | 100,00% |
14/11/2024 | 0,55% | 9,87 CHF | 9,89 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 158 350 CHF | 1 161 060 CHF | 99,08% | 99,08% |
13/11/2024 | 0,59% | 9,12 CHF | 9,14 CHF | 150 000 | 150 000 | 123 009 | 123 009 | 1 102 350 CHF | 1 105 060 CHF | 100,00% | 100,00% |
12/11/2024 | 0,65% | 8,41 CHF | 8,43 CHF | 150 000 | 150 000 | 123 067 | 123 067 | 989 891 CHF | 992 595 CHF | 100,00% | 100,00% |
11/11/2024 | 0,70% | 7,35 CHF | 7,37 CHF | 150 000 | 150 000 | 123 033 | 123 033 | 908 623 CHF | 911 327 CHF | 100,00% | 100,00% |
08/11/2024 | 0,68% | 7,19 CHF | 7,21 CHF | 150 000 | 150 000 | 123 006 | 123 006 | 909 765 CHF | 912 469 CHF | 100,00% | 100,00% |
07/11/2024 | 1,03% | 7,44 CHF | 7,46 CHF | 150 000 | 150 000 | 123 041 | 123 041 | 868 729 CHF | 872 077 CHF | 100,00% | 100,00% |