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 | 0.70% | 17.61 CHF | 17.73 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 221'463 CHF | 223'028 CHF | 99.47% | 99.47% |
19.11.2024 | 0.70% | 17.57 CHF | 17.70 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 219'163 CHF | 220'702 CHF | 100.00% | 100.00% |
18.11.2024 | 0.70% | 17.69 CHF | 17.81 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 221'044 CHF | 222'596 CHF | 100.00% | 100.00% |
15.11.2024 | 0.70% | 17.77 CHF | 17.89 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 222'606 CHF | 224'169 CHF | 99.89% | 99.89% |
14.11.2024 | 0.70% | 17.97 CHF | 18.09 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 223'915 CHF | 225'487 CHF | 100.00% | 100.00% |
13.11.2024 | 0.70% | 17.78 CHF | 17.90 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 221'442 CHF | 222'997 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 17.79 CHF | 17.92 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 224'662 CHF | 226'238 CHF | 100.00% | 100.00% |
11.11.2024 | 0.70% | 18.19 CHF | 18.32 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 227'741 CHF | 229'341 CHF | 100.00% | 100.00% |
08.11.2024 | 0.70% | 18.06 CHF | 18.18 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 225'590 CHF | 227'176 CHF | 100.00% | 100.00% |
07.11.2024 | 0.70% | 18.15 CHF | 18.27 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 226'767 CHF | 228'361 CHF | 100.00% | 100.00% |