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 | 0.07% | 14.57 CHF | 14.58 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 4'324'900 CHF | 4'327'900 CHF | 99.07% | 99.07% |
19.11.2024 | 0.07% | 14.31 CHF | 14.32 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 4'311'670 CHF | 4'314'670 CHF | 98.42% | 98.42% |
18.11.2024 | 0.07% | 14.27 CHF | 14.28 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 4'244'150 CHF | 4'247'150 CHF | 98.63% | 98.63% |
15.11.2024 | 0.07% | 13.96 CHF | 13.97 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 4'176'040 CHF | 4'179'040 CHF | 98.66% | 98.66% |
14.11.2024 | 0.07% | 13.94 CHF | 13.95 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 4'146'010 CHF | 4'149'010 CHF | 98.88% | 98.88% |
13.11.2024 | 0.07% | 14.15 CHF | 14.16 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 4'257'300 CHF | 4'260'300 CHF | 98.44% | 98.44% |
12.11.2024 | 0.07% | 14.11 CHF | 14.12 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 4'235'890 CHF | 4'238'890 CHF | 98.68% | 98.68% |
11.11.2024 | 0.07% | 14.21 CHF | 14.22 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 4'356'610 CHF | 4'359'610 CHF | 98.91% | 98.91% |
08.11.2024 | 0.07% | 14.75 CHF | 14.76 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 4'424'940 CHF | 4'427'940 CHF | 99.06% | 99.06% |
07.11.2024 | 0.07% | 14.82 CHF | 14.83 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 4'399'960 CHF | 4'402'960 CHF | 98.63% | 98.63% |