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 | 0.60% | 16.00 CHF | 16.10 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 240'795 CHF | 242'247 CHF | 100.00% | 100.00% |
19.11.2024 | 0.60% | 15.94 CHF | 16.04 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 238'424 CHF | 239'861 CHF | 100.00% | 100.00% |
18.11.2024 | 0.60% | 15.79 CHF | 15.89 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 236'611 CHF | 238'036 CHF | 100.00% | 100.00% |
15.11.2024 | 0.60% | 15.93 CHF | 16.02 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 240'843 CHF | 242'295 CHF | 100.00% | 100.00% |
14.11.2024 | 0.60% | 16.22 CHF | 16.32 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 243'962 CHF | 245'430 CHF | 100.00% | 100.00% |
13.11.2024 | 0.60% | 16.27 CHF | 16.37 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 244'487 CHF | 245'957 CHF | 100.00% | 100.00% |
12.11.2024 | 0.60% | 16.31 CHF | 16.41 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 244'480 CHF | 245'951 CHF | 100.00% | 100.00% |
11.11.2024 | 0.60% | 16.26 CHF | 16.35 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 244'944 CHF | 246'415 CHF | 100.00% | 100.00% |
08.11.2024 | 0.60% | 16.20 CHF | 16.30 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 242'976 CHF | 244'436 CHF | 100.00% | 100.00% |
07.11.2024 | 0.60% | 16.23 CHF | 16.33 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 242'803 CHF | 244'261 CHF | 100.00% | 100.00% |