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% | 12.12 CHF | 12.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 902'786 CHF | 903'536 CHF | 100.00% | 100.00% |
19.11.2024 | 0.08% | 12.13 CHF | 12.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 922'007 CHF | 922'757 CHF | 99.66% | 99.66% |
18.11.2024 | 0.08% | 12.26 CHF | 12.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 896'665 CHF | 897'415 CHF | 100.00% | 100.00% |
15.11.2024 | 0.09% | 11.69 CHF | 11.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 879'174 CHF | 879'924 CHF | 100.00% | 100.00% |
14.11.2024 | 0.09% | 11.58 CHF | 11.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 844'427 CHF | 845'177 CHF | 99.79% | 99.79% |
13.11.2024 | 0.08% | 11.82 CHF | 11.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 895'163 CHF | 895'913 CHF | 100.00% | 100.00% |
12.11.2024 | 0.09% | 11.65 CHF | 11.66 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 867'523 CHF | 868'273 CHF | 100.00% | 100.00% |
11.11.2024 | 0.08% | 11.55 CHF | 11.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 905'211 CHF | 905'961 CHF | 100.00% | 100.00% |
08.11.2024 | 0.08% | 12.27 CHF | 12.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 928'209 CHF | 928'959 CHF | 100.00% | 100.00% |
07.11.2024 | 0.08% | 12.61 CHF | 12.62 CHF | 75'000 | 75'000 | 74'997 | 74'997 | 920'617 CHF | 921'367 CHF | 99.49% | 99.49% |