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 | 0.08% | 12.65 CHF | 12.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 318'378 CHF | 318'628 CHF | 99.73% | 99.73% |
19.11.2024 | 0.08% | 12.53 CHF | 12.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 313'334 CHF | 313'584 CHF | 99.82% | 99.82% |
18.11.2024 | 0.08% | 12.60 CHF | 12.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 314'555 CHF | 314'805 CHF | 99.99% | 99.99% |
15.11.2024 | 0.08% | 12.47 CHF | 12.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 308'599 CHF | 308'849 CHF | 100.00% | 100.00% |
14.11.2024 | 0.08% | 12.61 CHF | 12.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 309'087 CHF | 309'337 CHF | 100.00% | 100.00% |
13.11.2024 | 0.08% | 12.62 CHF | 12.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 315'255 CHF | 315'505 CHF | 99.95% | 99.95% |
12.11.2024 | 0.08% | 12.36 CHF | 12.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 312'582 CHF | 312'832 CHF | 100.00% | 100.00% |
11.11.2024 | 0.08% | 12.75 CHF | 12.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 319'360 CHF | 319'610 CHF | 99.64% | 99.64% |
08.11.2024 | 0.08% | 12.72 CHF | 12.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 317'872 CHF | 318'122 CHF | 100.00% | 100.00% |
07.11.2024 | 0.08% | 12.83 CHF | 12.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 322'220 CHF | 322'470 CHF | 99.69% | 99.69% |