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 | 0.60% | 16.95 CHF | 17.06 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 213'046 CHF | 214'330 CHF | 100.00% | 100.00% |
19.11.2024 | 0.60% | 16.92 CHF | 17.03 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 211'171 CHF | 212'443 CHF | 100.00% | 100.00% |
18.11.2024 | 0.60% | 16.99 CHF | 17.10 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 212'120 CHF | 213'395 CHF | 100.00% | 100.00% |
15.11.2024 | 0.60% | 17.01 CHF | 17.11 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 213'003 CHF | 214'287 CHF | 99.90% | 99.90% |
14.11.2024 | 0.60% | 17.20 CHF | 17.30 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 214'133 CHF | 215'420 CHF | 100.00% | 100.00% |
13.11.2024 | 0.60% | 17.01 CHF | 17.11 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 211'990 CHF | 213'265 CHF | 100.00% | 100.00% |
12.11.2024 | 0.60% | 17.03 CHF | 17.13 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 214'759 CHF | 216'052 CHF | 100.00% | 100.00% |
11.11.2024 | 0.60% | 17.38 CHF | 17.49 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 217'641 CHF | 218'953 CHF | 100.00% | 100.00% |
08.11.2024 | 0.60% | 17.27 CHF | 17.37 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 215'889 CHF | 217'189 CHF | 100.00% | 100.00% |
07.11.2024 | 0.60% | 17.36 CHF | 17.46 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 217'121 CHF | 218'429 CHF | 100.00% | 100.00% |