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 | 0.40% | 13.03 CHF | 13.08 CHF | 13'500 | 13'500 | 13'500 | 13'500 | 176'838 CHF | 177'549 CHF | 100.00% | 100.00% |
19.11.2024 | 0.40% | 13.02 CHF | 13.08 CHF | 13'500 | 13'500 | 13'500 | 13'500 | 175'521 CHF | 176'224 CHF | 100.00% | 100.00% |
18.11.2024 | 0.40% | 13.07 CHF | 13.12 CHF | 13'500 | 13'500 | 13'500 | 13'500 | 176'364 CHF | 177'066 CHF | 100.00% | 100.00% |
15.11.2024 | 0.40% | 13.10 CHF | 13.15 CHF | 13'500 | 13'500 | 13'500 | 13'500 | 177'200 CHF | 177'915 CHF | 100.00% | 100.00% |
14.11.2024 | 0.40% | 13.26 CHF | 13.31 CHF | 13'500 | 13'500 | 13'500 | 13'500 | 178'898 CHF | 179'613 CHF | 100.00% | 100.00% |
13.11.2024 | 0.40% | 13.20 CHF | 13.26 CHF | 13'500 | 13'500 | 13'500 | 13'500 | 177'815 CHF | 178'530 CHF | 100.00% | 100.00% |
12.11.2024 | 0.40% | 13.24 CHF | 13.29 CHF | 13'500 | 13'500 | 13'500 | 13'500 | 180'208 CHF | 180'933 CHF | 100.00% | 100.00% |
11.11.2024 | 0.40% | 13.48 CHF | 13.53 CHF | 13'500 | 13'500 | 13'500 | 13'500 | 182'300 CHF | 183'029 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 13.41 CHF | 13.46 CHF | 13'500 | 13'500 | 13'500 | 13'500 | 180'561 CHF | 181'288 CHF | 100.00% | 100.00% |
07.11.2024 | 0.40% | 13.39 CHF | 13.44 CHF | 13'500 | 13'500 | 13'500 | 13'500 | 180'640 CHF | 181'368 CHF | 100.00% | 100.00% |