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% | 14.27 CHF | 14.28 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'625'610 CHF | 3'628'110 CHF | 100.00% | 100.00% |
19.11.2024 | 0.07% | 14.34 CHF | 14.35 CHF | 250'000 | 250'000 | 259'346 | 259'346 | 3'691'060 CHF | 3'693'650 CHF | 100.00% | 100.00% |
18.11.2024 | 0.07% | 14.66 CHF | 14.67 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'663'760 CHF | 3'666'260 CHF | 100.00% | 100.00% |
15.11.2024 | 0.07% | 14.72 CHF | 14.73 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'703'550 CHF | 3'706'050 CHF | 100.00% | 100.00% |
14.11.2024 | 0.07% | 14.88 CHF | 14.89 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'701'780 CHF | 3'704'280 CHF | 100.00% | 100.00% |
13.11.2024 | 0.07% | 14.28 CHF | 14.29 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'596'660 CHF | 3'599'160 CHF | 100.00% | 100.00% |
12.11.2024 | 0.07% | 14.41 CHF | 14.42 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'705'670 CHF | 3'708'170 CHF | 100.00% | 100.00% |
11.11.2024 | 0.07% | 15.26 CHF | 15.27 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'820'430 CHF | 3'822'930 CHF | 100.00% | 100.00% |
08.11.2024 | 0.07% | 14.81 CHF | 14.82 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'719'270 CHF | 3'721'770 CHF | 100.00% | 100.00% |
07.11.2024 | 0.07% | 15.21 CHF | 15.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'770'040 CHF | 3'772'540 CHF | 99.43% | 99.43% |