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% | 13.28 CHF | 13.29 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 1'087'870 CHF | 1'088'670 CHF | 99.88% | 99.88% |
19.11.2024 | 0.08% | 13.35 CHF | 13.36 CHF | 80'000 | 80'000 | 79'191 | 79'191 | 1'045'310 CHF | 1'046'110 CHF | 99.87% | 99.87% |
18.11.2024 | 0.08% | 13.43 CHF | 13.44 CHF | 80'000 | 80'000 | 79'997 | 79'997 | 1'062'560 CHF | 1'063'360 CHF | 99.59% | 99.59% |
15.11.2024 | 0.07% | 13.32 CHF | 13.33 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 1'088'030 CHF | 1'088'830 CHF | 99.98% | 99.98% |
14.11.2024 | 0.07% | 14.18 CHF | 14.19 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 1'144'860 CHF | 1'145'660 CHF | 100.00% | 100.00% |
13.11.2024 | 0.07% | 14.21 CHF | 14.22 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 1'128'480 CHF | 1'129'280 CHF | 99.98% | 99.98% |
12.11.2024 | 0.07% | 14.16 CHF | 14.17 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 1'139'550 CHF | 1'140'350 CHF | 100.00% | 100.00% |
11.11.2024 | 0.07% | 14.34 CHF | 14.35 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 1'150'800 CHF | 1'151'600 CHF | 100.00% | 100.00% |
08.11.2024 | 0.07% | 14.13 CHF | 14.14 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 1'115'380 CHF | 1'116'180 CHF | 100.00% | 100.00% |
07.11.2024 | 0.07% | 13.84 CHF | 13.85 CHF | 80'000 | 80'000 | 79'160 | 79'160 | 1'087'330 CHF | 1'088'130 CHF | 99.67% | 99.67% |