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% | 11.77 CHF | 11.82 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 236'373 CHF | 237'313 CHF | 100.00% | 100.00% |
19.11.2024 | 0.40% | 11.77 CHF | 11.82 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 235'211 CHF | 236'151 CHF | 100.00% | 100.00% |
18.11.2024 | 0.40% | 11.83 CHF | 11.88 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 236'189 CHF | 237'129 CHF | 100.00% | 100.00% |
15.11.2024 | 0.40% | 11.81 CHF | 11.86 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 237'035 CHF | 237'987 CHF | 100.00% | 100.00% |
14.11.2024 | 0.40% | 11.92 CHF | 11.97 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 237'739 CHF | 238'698 CHF | 100.00% | 100.00% |
13.11.2024 | 0.40% | 11.84 CHF | 11.88 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 236'839 CHF | 237'786 CHF | 100.00% | 100.00% |
12.11.2024 | 0.40% | 11.85 CHF | 11.90 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 238'221 CHF | 239'181 CHF | 100.00% | 100.00% |
11.11.2024 | 0.40% | 12.00 CHF | 12.05 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 240'248 CHF | 241'208 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 11.92 CHF | 11.97 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 238'712 CHF | 239'672 CHF | 100.00% | 100.00% |
07.11.2024 | 0.40% | 12.08 CHF | 12.13 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 241'589 CHF | 242'549 CHF | 100.00% | 100.00% |