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% | 14.02 CHF | 14.10 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 211'065 CHF | 212'337 CHF | 100.00% | 100.00% |
19.11.2024 | 0.60% | 13.97 CHF | 14.05 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 209'016 CHF | 210'276 CHF | 100.00% | 100.00% |
18.11.2024 | 0.60% | 13.94 CHF | 14.02 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 208'543 CHF | 209'802 CHF | 100.00% | 100.00% |
15.11.2024 | 0.60% | 14.00 CHF | 14.08 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 210'767 CHF | 212'037 CHF | 100.00% | 100.00% |
14.11.2024 | 0.60% | 14.17 CHF | 14.26 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 212'348 CHF | 213'623 CHF | 100.00% | 100.00% |
13.11.2024 | 0.60% | 14.13 CHF | 14.22 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 212'321 CHF | 213'596 CHF | 99.92% | 99.92% |
12.11.2024 | 0.60% | 14.27 CHF | 14.35 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 214'830 CHF | 216'120 CHF | 100.00% | 100.00% |
11.11.2024 | 0.60% | 14.35 CHF | 14.44 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 215'052 CHF | 216'342 CHF | 100.00% | 100.00% |
08.11.2024 | 0.60% | 14.19 CHF | 14.27 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 212'227 CHF | 213'502 CHF | 100.00% | 100.00% |
07.11.2024 | 0.60% | 14.10 CHF | 14.18 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 211'273 CHF | 212'548 CHF | 100.00% | 100.00% |