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 | 0.16% | 12.57 CHF | 12.59 CHF | 21'000 | 21'000 | 21'000 | 21'000 | 265'318 CHF | 265'738 CHF | 99.43% | 99.43% |
19.11.2024 | 0.16% | 12.47 CHF | 12.49 CHF | 21'000 | 21'000 | 21'033 | 21'033 | 262'349 CHF | 262'770 CHF | 100.00% | 100.00% |
18.11.2024 | 0.16% | 12.53 CHF | 12.55 CHF | 21'000 | 21'000 | 21'000 | 21'000 | 262'763 CHF | 263'183 CHF | 99.88% | 99.88% |
15.11.2024 | 0.16% | 12.42 CHF | 12.44 CHF | 21'000 | 21'000 | 21'773 | 21'773 | 268'227 CHF | 268'663 CHF | 100.00% | 100.00% |
14.11.2024 | 0.16% | 12.53 CHF | 12.55 CHF | 21'000 | 21'000 | 21'798 | 21'798 | 268'867 CHF | 269'303 CHF | 98.57% | 98.57% |
13.11.2024 | 0.16% | 12.54 CHF | 12.56 CHF | 21'000 | 21'000 | 21'000 | 21'000 | 263'243 CHF | 263'663 CHF | 100.00% | 100.00% |
12.11.2024 | 0.16% | 12.33 CHF | 12.35 CHF | 22'000 | 22'000 | 21'097 | 21'097 | 262'635 CHF | 263'057 CHF | 99.90% | 99.90% |
11.11.2024 | 0.16% | 12.64 CHF | 12.66 CHF | 21'000 | 21'000 | 21'000 | 21'000 | 265'971 CHF | 266'391 CHF | 100.00% | 100.00% |
08.11.2024 | 0.16% | 12.62 CHF | 12.64 CHF | 21'000 | 21'000 | 21'000 | 21'000 | 264'974 CHF | 265'394 CHF | 98.30% | 98.30% |
07.11.2024 | 0.16% | 12.71 CHF | 12.73 CHF | 21'000 | 21'000 | 21'000 | 21'000 | 267'900 CHF | 268'320 CHF | 100.00% | 100.00% |