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% | 13.56 CHF | 13.67 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 272'367 CHF | 274'556 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 13.56 CHF | 13.67 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 271'589 CHF | 273'770 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 13.68 CHF | 13.79 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 274'452 CHF | 276'658 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 13.74 CHF | 13.85 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 276'220 CHF | 278'438 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 13.95 CHF | 14.06 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 279'788 CHF | 282'036 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 13.94 CHF | 14.06 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 278'512 CHF | 280'752 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 13.93 CHF | 14.05 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 279'384 CHF | 281'624 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 14.04 CHF | 14.15 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 279'486 CHF | 281'732 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 13.81 CHF | 13.92 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 274'830 CHF | 277'034 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 13.73 CHF | 13.84 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 274'415 CHF | 276'616 CHF | 100.00% | 100.00% |