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% | 13.80 CHF | 13.81 CHF | 500'000 | 500'000 | 338'127 | 338'127 | 4'733'040 CHF | 4'736'420 CHF | 100.00% | 100.00% |
19.11.2024 | 0.07% | 13.86 CHF | 13.87 CHF | 500'000 | 500'000 | 487'120 | 487'120 | 6'702'940 CHF | 6'707'810 CHF | 100.00% | 100.00% |
18.11.2024 | 0.07% | 14.19 CHF | 14.20 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'545'480 CHF | 3'547'980 CHF | 100.00% | 100.00% |
15.11.2024 | 0.07% | 14.25 CHF | 14.26 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'585'100 CHF | 3'587'600 CHF | 100.00% | 100.00% |
14.11.2024 | 0.07% | 14.41 CHF | 14.42 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'583'560 CHF | 3'586'060 CHF | 100.00% | 100.00% |
13.11.2024 | 0.07% | 13.81 CHF | 13.82 CHF | 500'000 | 500'000 | 430'175 | 430'175 | 5'973'090 CHF | 5'977'390 CHF | 100.00% | 100.00% |
12.11.2024 | 0.07% | 13.94 CHF | 13.95 CHF | 500'000 | 500'000 | 260'174 | 260'174 | 3'729'780 CHF | 3'732'380 CHF | 100.00% | 100.00% |
11.11.2024 | 0.07% | 14.79 CHF | 14.80 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'702'090 CHF | 3'704'590 CHF | 100.00% | 100.00% |
08.11.2024 | 0.07% | 14.33 CHF | 14.34 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'600'790 CHF | 3'603'290 CHF | 100.00% | 100.00% |
07.11.2024 | 0.07% | 14.73 CHF | 14.74 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'651'200 CHF | 3'653'700 CHF | 99.42% | 99.42% |