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 | 0,51% | 9,67 CHF | 9,69 CHF | 150 000 | 150 000 | 123 022 | 123 022 | 1 210 840 CHF | 1 213 540 CHF | 100,00% | 100,00% |
19/11/2024 | 0,54% | 9,57 CHF | 9,59 CHF | 150 000 | 150 000 | 122 962 | 122 962 | 1 154 590 CHF | 1 157 290 CHF | 100,00% | 100,00% |
18/11/2024 | 0,53% | 9,11 CHF | 9,13 CHF | 150 000 | 150 000 | 122 982 | 122 982 | 1 143 270 CHF | 1 145 970 CHF | 100,00% | 100,00% |
15/11/2024 | 0,50% | 9,62 CHF | 9,64 CHF | 150 000 | 150 000 | 123 042 | 123 042 | 1 223 180 CHF | 1 225 880 CHF | 100,00% | 100,00% |
14/11/2024 | 0,56% | 9,69 CHF | 9,71 CHF | 150 000 | 150 000 | 123 257 | 123 257 | 1 136 210 CHF | 1 138 910 CHF | 99,20% | 99,20% |
13/11/2024 | 0,60% | 8,94 CHF | 8,96 CHF | 150 000 | 150 000 | 123 009 | 123 009 | 1 080 040 CHF | 1 082 740 CHF | 100,00% | 100,00% |
12/11/2024 | 0,67% | 8,23 CHF | 8,25 CHF | 150 000 | 150 000 | 123 066 | 123 066 | 967 600 CHF | 970 304 CHF | 100,00% | 100,00% |
11/11/2024 | 0,71% | 7,17 CHF | 7,19 CHF | 150 000 | 150 000 | 123 014 | 123 014 | 886 254 CHF | 888 958 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 7,01 CHF | 7,03 CHF | 150 000 | 150 000 | 123 006 | 123 006 | 887 711 CHF | 890 414 CHF | 100,00% | 100,00% |
07/11/2024 | 1,06% | 7,26 CHF | 7,28 CHF | 150 000 | 150 000 | 123 042 | 123 042 | 846 650 CHF | 849 997 CHF | 100,00% | 100,00% |