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 | 0.08% | 11.64 CHF | 11.65 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'528'140 CHF | 3'531'140 CHF | 100.00% | 100.00% |
19.11.2024 | 0.09% | 11.63 CHF | 11.64 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'490'060 CHF | 3'493'060 CHF | 100.00% | 100.00% |
18.11.2024 | 0.08% | 11.86 CHF | 11.87 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'543'100 CHF | 3'546'100 CHF | 97.79% | 97.79% |
15.11.2024 | 0.08% | 11.81 CHF | 11.82 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'577'320 CHF | 3'580'320 CHF | 100.00% | 100.00% |
14.11.2024 | 0.08% | 12.19 CHF | 12.20 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'616'750 CHF | 3'619'750 CHF | 100.00% | 100.00% |
13.11.2024 | 0.08% | 11.98 CHF | 11.99 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'585'260 CHF | 3'588'260 CHF | 99.73% | 99.73% |
12.11.2024 | 0.08% | 12.00 CHF | 12.01 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'655'780 CHF | 3'658'780 CHF | 100.00% | 100.00% |
11.11.2024 | 0.08% | 12.43 CHF | 12.44 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'735'310 CHF | 3'738'310 CHF | 100.00% | 100.00% |
08.11.2024 | 0.08% | 12.22 CHF | 12.23 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'680'190 CHF | 3'683'190 CHF | 100.00% | 100.00% |
07.11.2024 | 0.08% | 12.47 CHF | 12.48 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'752'380 CHF | 3'755'380 CHF | 99.68% | 99.68% |