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 | 0.07% | 13.53 CHF | 13.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 341'629 CHF | 341'879 CHF | 99.39% | 99.39% |
19.11.2024 | 0.08% | 13.41 CHF | 13.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 331'929 CHF | 332'179 CHF | 98.92% | 98.92% |
18.11.2024 | 0.08% | 13.37 CHF | 13.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 332'524 CHF | 332'774 CHF | 99.30% | 99.30% |
15.11.2024 | 0.07% | 13.20 CHF | 13.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 333'435 CHF | 333'685 CHF | 99.39% | 99.39% |
14.11.2024 | 0.07% | 13.52 CHF | 13.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 337'033 CHF | 337'283 CHF | 99.37% | 99.37% |
13.11.2024 | 0.07% | 13.41 CHF | 13.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 333'446 CHF | 333'696 CHF | 99.39% | 99.39% |
12.11.2024 | 0.07% | 13.59 CHF | 13.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 340'968 CHF | 341'218 CHF | 99.10% | 99.10% |
11.11.2024 | 0.07% | 13.67 CHF | 13.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 345'004 CHF | 345'254 CHF | 99.25% | 99.25% |
08.11.2024 | 0.07% | 13.70 CHF | 13.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 342'762 CHF | 343'012 CHF | 99.39% | 99.39% |
07.11.2024 | 0.07% | 13.64 CHF | 13.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 337'045 CHF | 337'295 CHF | 99.28% | 99.28% |