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 | 0.80% | 12.61 CHF | 12.71 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 252'707 CHF | 254'738 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 12.57 CHF | 12.67 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 252'049 CHF | 254'071 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 12.69 CHF | 12.79 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 254'035 CHF | 256'075 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 12.72 CHF | 12.82 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 254'592 CHF | 256'633 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 12.79 CHF | 12.89 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 255'661 CHF | 257'718 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 12.77 CHF | 12.87 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 254'946 CHF | 256'992 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 12.78 CHF | 12.89 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 256'705 CHF | 258'765 CHF | 99.95% | 99.95% |
11.11.2024 | 0.80% | 12.91 CHF | 13.02 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 257'605 CHF | 259'674 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 12.79 CHF | 12.89 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 256'272 CHF | 258'332 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 12.92 CHF | 13.03 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 259'115 CHF | 261'195 CHF | 100.00% | 100.00% |