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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 0.07% | 13.87 CHF | 13.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'036'770 CHF | 1'037'520 CHF | 99.79% | 99.79% |
25.11.2024 | 0.07% | 13.57 CHF | 13.58 CHF | 75'000 | 75'000 | 74'943 | 74'943 | 1'052'240 CHF | 1'052'990 CHF | 100.00% | 100.00% |
22.11.2024 | 0.07% | 14.67 CHF | 14.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'095'710 CHF | 1'096'460 CHF | 100.00% | 100.00% |
20.11.2024 | 0.07% | 14.37 CHF | 14.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'071'790 CHF | 1'072'540 CHF | 100.00% | 100.00% |
19.11.2024 | 0.07% | 14.36 CHF | 14.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'089'900 CHF | 1'090'650 CHF | 99.93% | 99.93% |
18.11.2024 | 0.07% | 14.51 CHF | 14.52 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'065'330 CHF | 1'066'080 CHF | 100.00% | 100.00% |
15.11.2024 | 0.07% | 13.94 CHF | 13.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'047'430 CHF | 1'048'180 CHF | 100.00% | 100.00% |
14.11.2024 | 0.07% | 13.83 CHF | 13.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'013'520 CHF | 1'014'270 CHF | 99.79% | 99.79% |
13.11.2024 | 0.07% | 14.06 CHF | 14.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'063'080 CHF | 1'063'830 CHF | 100.00% | 100.00% |
12.11.2024 | 0.07% | 13.88 CHF | 13.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'034'550 CHF | 1'035'300 CHF | 100.00% | 100.00% |