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% | 12.60 CHF | 12.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'251'600 CHF | 1'252'600 CHF | 100.00% | 100.00% |
19.11.2024 | 0.09% | 12.60 CHF | 12.61 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 1'259'400 CHF | 1'260'420 CHF | 100.00% | 100.00% |
18.11.2024 | 0.08% | 12.74 CHF | 12.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'243'220 CHF | 1'244'220 CHF | 100.00% | 100.00% |
15.11.2024 | 0.10% | 12.16 CHF | 12.17 CHF | 100'000 | 100'000 | 98'303 | 98'303 | 1'198'740 CHF | 1'199'770 CHF | 100.00% | 100.00% |
14.11.2024 | 0.09% | 12.05 CHF | 12.06 CHF | 100'000 | 100'000 | 99'349 | 99'349 | 1'165'760 CHF | 1'166'770 CHF | 99.28% | 99.28% |
13.11.2024 | 0.09% | 12.29 CHF | 12.30 CHF | 100'000 | 100'000 | 99'418 | 99'418 | 1'233'840 CHF | 1'234'850 CHF | 96.48% | 96.48% |
12.11.2024 | 0.08% | 12.12 CHF | 12.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'203'700 CHF | 1'204'700 CHF | 100.00% | 100.00% |
11.11.2024 | 0.08% | 12.02 CHF | 12.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'254'110 CHF | 1'255'110 CHF | 99.99% | 99.99% |
08.11.2024 | 0.08% | 12.75 CHF | 12.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'284'710 CHF | 1'285'710 CHF | 100.00% | 100.00% |
07.11.2024 | 0.08% | 13.07 CHF | 13.08 CHF | 100'000 | 100'000 | 99'694 | 99'694 | 1'270'110 CHF | 1'271'120 CHF | 99.92% | 99.92% |