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 | 0.07% | 14.74 CHF | 14.75 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'741'090 CHF | 3'743'590 CHF | 100.00% | 100.00% |
19.11.2024 | 0.07% | 14.80 CHF | 14.81 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'675'680 CHF | 3'678'180 CHF | 100.00% | 100.00% |
18.11.2024 | 0.07% | 15.13 CHF | 15.14 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'779'400 CHF | 3'781'900 CHF | 100.00% | 100.00% |
15.11.2024 | 0.07% | 15.18 CHF | 15.19 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'819'420 CHF | 3'821'920 CHF | 100.00% | 100.00% |
14.11.2024 | 0.07% | 15.35 CHF | 15.36 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'817'450 CHF | 3'819'950 CHF | 100.00% | 100.00% |
13.11.2024 | 0.07% | 14.75 CHF | 14.76 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'712'410 CHF | 3'714'910 CHF | 100.00% | 100.00% |
12.11.2024 | 0.07% | 14.88 CHF | 14.89 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'821'290 CHF | 3'823'790 CHF | 100.00% | 100.00% |
11.11.2024 | 0.06% | 15.72 CHF | 15.73 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'936'130 CHF | 3'938'630 CHF | 100.00% | 100.00% |
08.11.2024 | 0.07% | 15.27 CHF | 15.28 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'835'150 CHF | 3'837'650 CHF | 100.00% | 100.00% |
07.11.2024 | 0.06% | 15.67 CHF | 15.68 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'886'390 CHF | 3'888'890 CHF | 99.41% | 99.41% |