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% | 13.27 CHF | 13.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 989'077 CHF | 989'827 CHF | 100.00% | 100.00% |
19.11.2024 | 0.07% | 13.26 CHF | 13.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'007'420 CHF | 1'008'170 CHF | 100.00% | 100.00% |
18.11.2024 | 0.08% | 13.40 CHF | 13.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 982'465 CHF | 983'215 CHF | 100.00% | 100.00% |
15.11.2024 | 0.08% | 12.84 CHF | 12.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 965'101 CHF | 965'851 CHF | 100.00% | 100.00% |
14.11.2024 | 0.08% | 12.72 CHF | 12.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 930'443 CHF | 931'193 CHF | 99.79% | 99.79% |
13.11.2024 | 0.08% | 12.96 CHF | 12.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 980'580 CHF | 981'330 CHF | 100.00% | 100.00% |
12.11.2024 | 0.08% | 12.79 CHF | 12.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 952'822 CHF | 953'572 CHF | 100.00% | 100.00% |
11.11.2024 | 0.08% | 12.68 CHF | 12.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 990'283 CHF | 991'033 CHF | 100.00% | 100.00% |
08.11.2024 | 0.07% | 13.40 CHF | 13.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'012'600 CHF | 1'013'350 CHF | 100.00% | 100.00% |
07.11.2024 | 0.07% | 13.73 CHF | 13.74 CHF | 75'000 | 75'000 | 74'996 | 74'996 | 1'005'250 CHF | 1'006'000 CHF | 99.46% | 99.46% |