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 | 0,23% | 12,55 CHF | 12,58 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 2 306 980 CHF | 2 312 230 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 12,74 CHF | 12,77 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 2 182 440 CHF | 2 187 690 CHF | 100,00% | 100,00% |
18/11/2024 | 0,24% | 12,92 CHF | 12,95 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 2 196 500 CHF | 2 201 750 CHF | 100,00% | 100,00% |
15/11/2024 | 0,22% | 12,54 CHF | 12,57 CHF | 150 000 | 150 000 | 149 823 | 149 823 | 2 019 470 CHF | 2 023 970 CHF | 100,00% | 100,00% |
14/11/2024 | 0,20% | 14,74 CHF | 14,77 CHF | 150 000 | 150 000 | 149 651 | 149 651 | 2 237 610 CHF | 2 242 110 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 14,81 CHF | 14,84 CHF | 150 000 | 150 000 | 149 650 | 149 650 | 2 227 290 CHF | 2 231 790 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 14,98 CHF | 15,01 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 2 260 710 CHF | 2 265 210 CHF | 100,00% | 100,00% |
11/11/2024 | 0,19% | 15,15 CHF | 15,18 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 2 310 550 CHF | 2 315 050 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 15,01 CHF | 15,04 CHF | 150 000 | 150 000 | 149 647 | 149 647 | 2 234 010 CHF | 2 238 510 CHF | 100,00% | 100,00% |
07/11/2024 | 0,21% | 14,70 CHF | 14,73 CHF | 175 000 | 175 000 | 174 616 | 174 616 | 2 467 940 CHF | 2 473 180 CHF | 100,00% | 100,00% |