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% | 10,03 CHF | 10,05 CHF | 150 000 | 150 000 | 123 021 | 123 021 | 1 255 620 CHF | 1 258 320 CHF | 100,00% | 100,00% |
19/11/2024 | 0,52% | 9,93 CHF | 9,95 CHF | 150 000 | 150 000 | 122 964 | 122 964 | 1 199 260 CHF | 1 201 970 CHF | 100,00% | 100,00% |
18/11/2024 | 0,51% | 9,47 CHF | 9,49 CHF | 150 000 | 150 000 | 122 982 | 122 982 | 1 188 090 CHF | 1 190 790 CHF | 100,00% | 100,00% |
15/11/2024 | 0,49% | 9,98 CHF | 10,00 CHF | 150 000 | 150 000 | 123 039 | 123 039 | 1 268 090 CHF | 1 270 790 CHF | 100,00% | 100,00% |
14/11/2024 | 0,54% | 10,06 CHF | 10,08 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 180 840 CHF | 1 183 550 CHF | 99,08% | 99,08% |
13/11/2024 | 0,57% | 9,30 CHF | 9,32 CHF | 150 000 | 150 000 | 123 010 | 123 010 | 1 124 680 CHF | 1 127 390 CHF | 100,00% | 100,00% |
12/11/2024 | 0,64% | 8,59 CHF | 8,61 CHF | 150 000 | 150 000 | 123 067 | 123 067 | 1 012 210 CHF | 1 014 910 CHF | 100,00% | 100,00% |
11/11/2024 | 0,68% | 7,53 CHF | 7,55 CHF | 150 000 | 150 000 | 123 033 | 123 033 | 930 852 CHF | 933 556 CHF | 100,00% | 100,00% |
08/11/2024 | 0,67% | 7,37 CHF | 7,39 CHF | 150 000 | 150 000 | 123 007 | 123 007 | 931 786 CHF | 934 490 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 7,62 CHF | 7,64 CHF | 150 000 | 150 000 | 123 041 | 123 041 | 890 842 CHF | 894 189 CHF | 100,00% | 100,00% |