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% | 10,18 CHF | 10,20 CHF | 150 000 | 150 000 | 123 021 | 123 021 | 1 273 130 CHF | 1 275 830 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 10,07 CHF | 10,09 CHF | 150 000 | 150 000 | 122 872 | 122 872 | 1 215 660 CHF | 1 218 360 CHF | 99,66% | 99,66% |
18/11/2024 | 0,50% | 9,61 CHF | 9,63 CHF | 150 000 | 150 000 | 123 025 | 123 025 | 1 206 050 CHF | 1 208 760 CHF | 100,00% | 100,00% |
15/11/2024 | 0,48% | 10,12 CHF | 10,14 CHF | 150 000 | 150 000 | 123 039 | 123 039 | 1 285 650 CHF | 1 288 360 CHF | 100,00% | 100,00% |
14/11/2024 | 0,53% | 10,20 CHF | 10,22 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 198 480 CHF | 1 201 190 CHF | 99,08% | 99,08% |
13/11/2024 | 0,57% | 9,44 CHF | 9,46 CHF | 150 000 | 150 000 | 123 007 | 123 007 | 1 142 100 CHF | 1 144 800 CHF | 100,00% | 100,00% |
12/11/2024 | 0,63% | 8,73 CHF | 8,75 CHF | 150 000 | 150 000 | 123 066 | 123 066 | 1 029 620 CHF | 1 032 330 CHF | 100,00% | 100,00% |
11/11/2024 | 0,67% | 7,67 CHF | 7,69 CHF | 150 000 | 150 000 | 123 033 | 123 033 | 948 227 CHF | 950 931 CHF | 100,00% | 100,00% |
08/11/2024 | 0,65% | 7,51 CHF | 7,53 CHF | 150 000 | 150 000 | 123 007 | 123 007 | 949 029 CHF | 951 732 CHF | 100,00% | 100,00% |
07/11/2024 | 0,98% | 7,75 CHF | 7,77 CHF | 150 000 | 150 000 | 123 043 | 123 043 | 908 149 CHF | 911 496 CHF | 100,00% | 100,00% |