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 | 0,54% | 9,13 CHF | 9,15 CHF | 150 000 | 150 000 | 123 022 | 123 022 | 1 144 620 CHF | 1 147 330 CHF | 100,00% | 100,00% |
19/11/2024 | 0,57% | 9,03 CHF | 9,05 CHF | 150 000 | 150 000 | 122 943 | 122 943 | 1 088 430 CHF | 1 091 140 CHF | 99,93% | 99,93% |
18/11/2024 | 0,56% | 8,57 CHF | 8,59 CHF | 150 000 | 150 000 | 122 982 | 122 982 | 1 076 930 CHF | 1 079 630 CHF | 100,00% | 100,00% |
15/11/2024 | 0,53% | 9,08 CHF | 9,10 CHF | 150 000 | 150 000 | 123 042 | 123 042 | 1 156 740 CHF | 1 159 440 CHF | 100,00% | 100,00% |
14/11/2024 | 0,60% | 9,15 CHF | 9,17 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 069 240 CHF | 1 071 940 CHF | 99,08% | 99,08% |
13/11/2024 | 0,64% | 8,40 CHF | 8,42 CHF | 150 000 | 150 000 | 123 009 | 123 009 | 1 014 050 CHF | 1 016 760 CHF | 100,00% | 100,00% |
12/11/2024 | 0,72% | 7,69 CHF | 7,71 CHF | 150 000 | 150 000 | 123 066 | 123 066 | 901 664 CHF | 904 368 CHF | 100,00% | 100,00% |
11/11/2024 | 0,77% | 6,63 CHF | 6,65 CHF | 150 000 | 150 000 | 123 033 | 123 033 | 820 619 CHF | 823 323 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 6,48 CHF | 6,50 CHF | 150 000 | 150 000 | 123 006 | 123 006 | 822 530 CHF | 825 234 CHF | 100,00% | 100,00% |
07/11/2024 | 1,15% | 6,73 CHF | 6,75 CHF | 150 000 | 150 000 | 123 041 | 123 041 | 781 254 CHF | 784 601 CHF | 100,00% | 100,00% |