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% | 10,00 CHF | 10,02 CHF | 150 000 | 150 000 | 123 021 | 123 021 | 1 251 370 CHF | 1 254 080 CHF | 100,00% | 100,00% |
19/11/2024 | 0,52% | 9,90 CHF | 9,92 CHF | 150 000 | 150 000 | 122 869 | 122 869 | 1 193 980 CHF | 1 196 680 CHF | 99,65% | 99,65% |
18/11/2024 | 0,51% | 9,44 CHF | 9,46 CHF | 150 000 | 150 000 | 122 982 | 122 982 | 1 183 860 CHF | 1 186 560 CHF | 100,00% | 100,00% |
15/11/2024 | 0,49% | 9,95 CHF | 9,97 CHF | 150 000 | 150 000 | 123 039 | 123 039 | 1 263 840 CHF | 1 266 540 CHF | 100,00% | 100,00% |
14/11/2024 | 0,54% | 10,02 CHF | 10,04 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 176 600 CHF | 1 179 300 CHF | 99,08% | 99,08% |
13/11/2024 | 0,58% | 9,26 CHF | 9,28 CHF | 150 000 | 150 000 | 123 010 | 123 010 | 1 120 450 CHF | 1 123 150 CHF | 100,00% | 100,00% |
12/11/2024 | 0,64% | 8,55 CHF | 8,57 CHF | 150 000 | 150 000 | 123 067 | 123 067 | 1 007 960 CHF | 1 010 670 CHF | 100,00% | 100,00% |
11/11/2024 | 0,68% | 7,50 CHF | 7,52 CHF | 150 000 | 150 000 | 123 033 | 123 033 | 926 641 CHF | 929 344 CHF | 100,00% | 100,00% |
08/11/2024 | 0,67% | 7,34 CHF | 7,36 CHF | 150 000 | 150 000 | 123 007 | 123 007 | 927 626 CHF | 930 329 CHF | 100,00% | 100,00% |
07/11/2024 | 1,01% | 7,58 CHF | 7,60 CHF | 150 000 | 150 000 | 123 041 | 123 041 | 886 656 CHF | 890 003 CHF | 100,00% | 100,00% |