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 | 0,38% | 13,10 CHF | 13,15 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 655 288 CHF | 657 767 CHF | 100,00% | 100,00% |
19/11/2024 | 0,39% | 13,05 CHF | 13,10 CHF | 50 000 | 50 000 | 49 527 | 49 527 | 646 275 CHF | 648 754 CHF | 99,34% | 99,34% |
18/11/2024 | 0,38% | 13,35 CHF | 13,40 CHF | 50 000 | 50 000 | 49 532 | 49 532 | 657 969 CHF | 660 448 CHF | 100,00% | 100,00% |
15/11/2024 | 0,37% | 13,45 CHF | 13,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 674 390 CHF | 676 890 CHF | 73,61% | 73,61% |
14/11/2024 | 0,36% | 13,80 CHF | 13,85 CHF | 50 000 | 50 000 | 49 535 | 49 532 | 688 801 CHF | 691 251 CHF | 100,00% | 100,00% |
13/11/2024 | 0,37% | 13,85 CHF | 13,90 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 678 547 CHF | 681 026 CHF | 99,88% | 99,88% |
12/11/2024 | 0,36% | 13,90 CHF | 13,95 CHF | 50 000 | 50 000 | 49 533 | 49 532 | 694 597 CHF | 697 054 CHF | 100,00% | 100,00% |
11/11/2024 | 0,36% | 14,05 CHF | 14,10 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 690 261 CHF | 692 740 CHF | 100,00% | 100,00% |
08/11/2024 | 0,37% | 13,70 CHF | 13,75 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 667 831 CHF | 670 310 CHF | 100,00% | 100,00% |
07/11/2024 | 0,37% | 13,40 CHF | 13,45 CHF | 50 000 | 50 000 | 49 532 | 49 532 | 670 161 CHF | 672 640 CHF | 100,00% | 100,00% |