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% | 11.96 CHF | 12.01 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 239'932 CHF | 240'892 CHF | 100.00% | 100.00% |
19.11.2024 | 0.40% | 11.96 CHF | 12.01 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 239'037 CHF | 239'997 CHF | 100.00% | 100.00% |
18.11.2024 | 0.40% | 12.01 CHF | 12.05 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 239'747 CHF | 240'707 CHF | 100.00% | 100.00% |
15.11.2024 | 0.40% | 11.99 CHF | 12.04 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 240'458 CHF | 241'418 CHF | 100.00% | 100.00% |
14.11.2024 | 0.40% | 12.07 CHF | 12.12 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 240'921 CHF | 241'881 CHF | 100.00% | 100.00% |
13.11.2024 | 0.40% | 12.01 CHF | 12.05 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 240'260 CHF | 241'220 CHF | 100.00% | 100.00% |
12.11.2024 | 0.40% | 12.02 CHF | 12.07 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 241'331 CHF | 242'291 CHF | 100.00% | 100.00% |
11.11.2024 | 0.40% | 12.13 CHF | 12.18 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 242'867 CHF | 243'847 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 12.07 CHF | 12.12 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 241'611 CHF | 242'574 CHF | 100.00% | 100.00% |
07.11.2024 | 0.40% | 12.18 CHF | 12.23 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 243'567 CHF | 244'547 CHF | 100.00% | 100.00% |