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% | 12.44 CHF | 12.45 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'330'530 CHF | 6'335'530 CHF | 100.00% | 100.00% |
19.11.2024 | 0.08% | 12.50 CHF | 12.51 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'200'910 CHF | 6'205'910 CHF | 100.00% | 100.00% |
18.11.2024 | 0.08% | 12.82 CHF | 12.83 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'404'910 CHF | 6'409'910 CHF | 100.00% | 100.00% |
15.11.2024 | 0.08% | 12.88 CHF | 12.89 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'483'130 CHF | 6'488'130 CHF | 100.00% | 100.00% |
14.11.2024 | 0.08% | 13.04 CHF | 13.05 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'481'120 CHF | 6'486'120 CHF | 100.00% | 100.00% |
13.11.2024 | 0.08% | 12.44 CHF | 12.45 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'270'730 CHF | 6'275'730 CHF | 100.00% | 100.00% |
12.11.2024 | 0.08% | 12.57 CHF | 12.58 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'489'650 CHF | 6'494'650 CHF | 100.00% | 100.00% |
11.11.2024 | 0.07% | 13.42 CHF | 13.43 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'717'900 CHF | 6'722'900 CHF | 100.00% | 100.00% |
08.11.2024 | 0.08% | 12.96 CHF | 12.97 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'514'450 CHF | 6'519'450 CHF | 100.00% | 100.00% |
07.11.2024 | 0.08% | 13.35 CHF | 13.36 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'612'740 CHF | 6'617'740 CHF | 99.41% | 99.41% |