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% | 12.95 CHF | 12.96 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 261'437 CHF | 261'637 CHF | 99.39% | 99.39% |
19.11.2024 | 0.08% | 12.92 CHF | 12.93 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 257'477 CHF | 257'677 CHF | 99.31% | 99.31% |
18.11.2024 | 0.08% | 13.00 CHF | 13.01 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 258'722 CHF | 258'922 CHF | 99.25% | 99.25% |
15.11.2024 | 0.08% | 12.94 CHF | 12.95 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 259'006 CHF | 259'206 CHF | 99.38% | 99.38% |
14.11.2024 | 0.08% | 12.92 CHF | 12.93 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 255'669 CHF | 255'869 CHF | 99.37% | 99.37% |
13.11.2024 | 0.08% | 12.71 CHF | 12.72 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 255'164 CHF | 255'364 CHF | 99.36% | 99.36% |
12.11.2024 | 0.08% | 12.73 CHF | 12.74 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 259'485 CHF | 259'685 CHF | 99.10% | 99.10% |
11.11.2024 | 0.08% | 13.24 CHF | 13.25 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 266'183 CHF | 266'383 CHF | 99.31% | 99.31% |
08.11.2024 | 0.08% | 12.84 CHF | 12.85 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 258'720 CHF | 258'920 CHF | 99.38% | 99.38% |
07.11.2024 | 0.08% | 13.07 CHF | 13.08 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 259'579 CHF | 259'779 CHF | 99.25% | 99.25% |