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 | 0.06% | 15.20 CHF | 15.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'856'600 CHF | 3'859'100 CHF | 100.00% | 100.00% |
19.11.2024 | 0.07% | 15.26 CHF | 15.27 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'791'050 CHF | 3'793'550 CHF | 100.00% | 100.00% |
18.11.2024 | 0.06% | 15.59 CHF | 15.60 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'895'120 CHF | 3'897'620 CHF | 100.00% | 100.00% |
15.11.2024 | 0.06% | 15.64 CHF | 15.65 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'935'320 CHF | 3'937'820 CHF | 100.00% | 100.00% |
14.11.2024 | 0.06% | 15.81 CHF | 15.82 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'933'160 CHF | 3'935'660 CHF | 100.00% | 100.00% |
13.11.2024 | 0.07% | 15.21 CHF | 15.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'828'150 CHF | 3'830'650 CHF | 100.00% | 100.00% |
12.11.2024 | 0.06% | 15.34 CHF | 15.35 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'936'910 CHF | 3'939'410 CHF | 100.00% | 100.00% |
11.11.2024 | 0.06% | 16.19 CHF | 16.20 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'051'900 CHF | 4'054'400 CHF | 100.00% | 100.00% |
08.11.2024 | 0.06% | 15.73 CHF | 15.74 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'951'050 CHF | 3'953'550 CHF | 100.00% | 100.00% |
07.11.2024 | 0.06% | 16.14 CHF | 16.15 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'002'670 CHF | 4'005'170 CHF | 99.42% | 99.42% |