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 | 0,52% | 9,48 CHF | 9,50 CHF | 150 000 | 150 000 | 123 009 | 123 009 | 1 186 950 CHF | 1 189 660 CHF | 100,00% | 100,00% |
19/11/2024 | 0,55% | 9,37 CHF | 9,39 CHF | 150 000 | 150 000 | 122 962 | 122 962 | 1 130 920 CHF | 1 133 630 CHF | 100,00% | 100,00% |
18/11/2024 | 0,54% | 8,91 CHF | 8,93 CHF | 150 000 | 150 000 | 123 025 | 123 025 | 1 119 850 CHF | 1 122 560 CHF | 100,00% | 100,00% |
15/11/2024 | 0,51% | 9,42 CHF | 9,44 CHF | 150 000 | 150 000 | 123 040 | 123 040 | 1 199 330 CHF | 1 202 040 CHF | 100,00% | 100,00% |
14/11/2024 | 0,57% | 9,50 CHF | 9,52 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 111 940 CHF | 1 114 640 CHF | 99,08% | 99,08% |
13/11/2024 | 0,61% | 8,74 CHF | 8,76 CHF | 150 000 | 150 000 | 123 009 | 123 009 | 1 056 370 CHF | 1 059 080 CHF | 100,00% | 100,00% |
12/11/2024 | 0,68% | 8,03 CHF | 8,05 CHF | 150 000 | 150 000 | 123 067 | 123 067 | 943 950 CHF | 946 654 CHF | 100,00% | 100,00% |
11/11/2024 | 0,73% | 6,98 CHF | 7,00 CHF | 150 000 | 150 000 | 123 033 | 123 033 | 862 800 CHF | 865 504 CHF | 100,00% | 100,00% |
08/11/2024 | 0,72% | 6,82 CHF | 6,84 CHF | 150 000 | 150 000 | 123 006 | 123 006 | 864 336 CHF | 867 040 CHF | 100,00% | 100,00% |
07/11/2024 | 1,09% | 7,07 CHF | 7,09 CHF | 150 000 | 150 000 | 123 042 | 123 042 | 823 204 CHF | 826 552 CHF | 100,00% | 100,00% |