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 | 0.23% | 13.31 CHF | 13.34 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 135'986 CHF | 136'294 CHF | 99.49% | 99.49% |
19.11.2024 | 0.24% | 12.96 CHF | 12.99 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 126'394 CHF | 126'695 CHF | 99.57% | 99.57% |
18.11.2024 | 0.23% | 12.80 CHF | 12.83 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 126'388 CHF | 126'685 CHF | 99.53% | 99.53% |
15.11.2024 | 0.25% | 12.40 CHF | 12.44 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 127'234 CHF | 127'547 CHF | 98.88% | 98.88% |
14.11.2024 | 0.22% | 13.22 CHF | 13.25 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 131'301 CHF | 131'590 CHF | 99.56% | 99.56% |
13.11.2024 | 0.23% | 12.99 CHF | 13.02 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 127'611 CHF | 127'902 CHF | 99.48% | 99.48% |
12.11.2024 | 0.22% | 13.43 CHF | 13.46 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 135'621 CHF | 135'918 CHF | 99.56% | 99.56% |
11.11.2024 | 0.21% | 13.61 CHF | 13.64 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 139'387 CHF | 139'685 CHF | 99.52% | 99.52% |
08.11.2024 | 0.22% | 13.67 CHF | 13.70 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 136'741 CHF | 137'037 CHF | 99.51% | 99.51% |
07.11.2024 | 0.20% | 13.42 CHF | 13.45 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 130'289 CHF | 130'556 CHF | 99.57% | 99.57% |