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 | 0,51% | 9,65 CHF | 9,67 CHF | 150 000 | 150 000 | 123 021 | 123 021 | 1 208 800 CHF | 1 211 500 CHF | 100,00% | 100,00% |
19/11/2024 | 0,54% | 9,55 CHF | 9,57 CHF | 150 000 | 150 000 | 122 964 | 122 964 | 1 152 600 CHF | 1 155 310 CHF | 100,00% | 100,00% |
18/11/2024 | 0,53% | 9,09 CHF | 9,11 CHF | 150 000 | 150 000 | 122 982 | 122 982 | 1 141 220 CHF | 1 143 930 CHF | 100,00% | 100,00% |
15/11/2024 | 0,50% | 9,60 CHF | 9,62 CHF | 150 000 | 150 000 | 123 039 | 123 039 | 1 221 140 CHF | 1 223 850 CHF | 100,00% | 100,00% |
14/11/2024 | 0,56% | 9,68 CHF | 9,70 CHF | 150 000 | 150 000 | 123 257 | 123 257 | 1 134 150 CHF | 1 136 860 CHF | 99,20% | 99,20% |
13/11/2024 | 0,60% | 8,92 CHF | 8,94 CHF | 150 000 | 150 000 | 123 007 | 123 007 | 1 078 010 CHF | 1 080 710 CHF | 100,00% | 100,00% |
12/11/2024 | 0,67% | 8,21 CHF | 8,23 CHF | 150 000 | 150 000 | 123 066 | 123 066 | 965 585 CHF | 968 289 CHF | 100,00% | 100,00% |
11/11/2024 | 0,72% | 7,15 CHF | 7,17 CHF | 150 000 | 150 000 | 123 014 | 123 014 | 884 250 CHF | 886 953 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 6,99 CHF | 7,01 CHF | 150 000 | 150 000 | 123 007 | 123 007 | 885 730 CHF | 888 434 CHF | 100,00% | 100,00% |
07/11/2024 | 1,06% | 7,24 CHF | 7,26 CHF | 150 000 | 150 000 | 123 043 | 123 043 | 844 634 CHF | 847 981 CHF | 100,00% | 100,00% |