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 | 0,48% | 10,35 CHF | 10,37 CHF | 150 000 | 150 000 | 123 008 | 123 008 | 1 294 730 CHF | 1 297 440 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 10,25 CHF | 10,27 CHF | 150 000 | 150 000 | 122 962 | 122 962 | 1 238 320 CHF | 1 241 030 CHF | 100,00% | 100,00% |
18/11/2024 | 0,49% | 9,79 CHF | 9,81 CHF | 150 000 | 150 000 | 123 026 | 123 026 | 1 227 850 CHF | 1 230 550 CHF | 100,00% | 100,00% |
15/11/2024 | 0,47% | 10,30 CHF | 10,32 CHF | 150 000 | 150 000 | 123 039 | 123 039 | 1 307 450 CHF | 1 310 160 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 10,38 CHF | 10,40 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 220 320 CHF | 1 223 020 CHF | 99,08% | 99,08% |
13/11/2024 | 0,55% | 9,62 CHF | 9,64 CHF | 150 000 | 150 000 | 123 007 | 123 007 | 1 163 740 CHF | 1 166 450 CHF | 100,00% | 100,00% |
12/11/2024 | 0,61% | 8,91 CHF | 8,93 CHF | 150 000 | 150 000 | 123 067 | 123 067 | 1 051 260 CHF | 1 053 970 CHF | 100,00% | 100,00% |
11/11/2024 | 0,65% | 7,85 CHF | 7,87 CHF | 150 000 | 150 000 | 123 033 | 123 033 | 969 803 CHF | 972 507 CHF | 100,00% | 100,00% |
08/11/2024 | 0,64% | 7,68 CHF | 7,70 CHF | 150 000 | 150 000 | 123 007 | 123 007 | 970 400 CHF | 973 104 CHF | 100,00% | 100,00% |
07/11/2024 | 0,96% | 7,93 CHF | 7,95 CHF | 150 000 | 150 000 | 123 041 | 123 041 | 929 548 CHF | 932 895 CHF | 100,00% | 100,00% |