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% | 13.61 CHF | 13.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 342'474 CHF | 342'724 CHF | 100.00% | 100.00% |
19.11.2024 | 0.07% | 13.48 CHF | 13.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 334'504 CHF | 334'754 CHF | 99.90% | 99.90% |
18.11.2024 | 0.07% | 14.06 CHF | 14.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 353'504 CHF | 353'754 CHF | 99.91% | 99.91% |
15.11.2024 | 0.07% | 14.22 CHF | 14.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 362'303 CHF | 362'553 CHF | 100.00% | 100.00% |
14.11.2024 | 0.07% | 14.77 CHF | 14.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 361'156 CHF | 361'406 CHF | 100.00% | 100.00% |
13.11.2024 | 0.07% | 14.14 CHF | 14.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 355'323 CHF | 355'573 CHF | 100.00% | 100.00% |
12.11.2024 | 0.07% | 13.98 CHF | 13.99 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 355'942 CHF | 356'192 CHF | 99.70% | 99.70% |
11.11.2024 | 0.07% | 14.26 CHF | 14.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 353'893 CHF | 354'143 CHF | 99.86% | 99.86% |
08.11.2024 | 0.07% | 13.95 CHF | 13.96 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 348'044 CHF | 348'294 CHF | 99.56% | 99.56% |
07.11.2024 | 0.07% | 14.04 CHF | 14.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 355'731 CHF | 355'981 CHF | 99.91% | 99.91% |