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% | 12.90 CHF | 12.91 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'561'170 CHF | 6'566'170 CHF | 100.00% | 100.00% |
19.11.2024 | 0.08% | 12.96 CHF | 12.97 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'431'340 CHF | 6'436'340 CHF | 100.00% | 100.00% |
18.11.2024 | 0.08% | 13.28 CHF | 13.29 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'636'090 CHF | 6'641'090 CHF | 100.00% | 100.00% |
15.11.2024 | 0.07% | 13.34 CHF | 13.35 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'714'580 CHF | 6'719'580 CHF | 100.00% | 100.00% |
14.11.2024 | 0.07% | 13.50 CHF | 13.51 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'712'250 CHF | 6'717'250 CHF | 100.00% | 100.00% |
13.11.2024 | 0.08% | 12.90 CHF | 12.91 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'501'900 CHF | 6'506'900 CHF | 100.00% | 100.00% |
12.11.2024 | 0.07% | 13.03 CHF | 13.04 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'720'550 CHF | 6'725'550 CHF | 100.00% | 100.00% |
11.11.2024 | 0.07% | 13.88 CHF | 13.89 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'949'090 CHF | 6'954'090 CHF | 100.00% | 100.00% |
08.11.2024 | 0.07% | 13.42 CHF | 13.43 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'745'940 CHF | 6'750'940 CHF | 100.00% | 100.00% |
07.11.2024 | 0.07% | 13.82 CHF | 13.83 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'845'040 CHF | 6'850'040 CHF | 99.41% | 99.41% |