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 | 0.13% | 15.31 CHF | 15.33 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 233'939 CHF | 234'239 CHF | 100.00% | 100.00% |
19.11.2024 | 0.13% | 15.24 CHF | 15.26 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 229'757 CHF | 230'057 CHF | 100.00% | 100.00% |
18.11.2024 | 0.13% | 15.98 CHF | 16.00 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 237'699 CHF | 237'999 CHF | 100.00% | 100.00% |
15.11.2024 | 0.13% | 15.87 CHF | 15.89 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 239'636 CHF | 239'936 CHF | 99.99% | 99.99% |
14.11.2024 | 0.13% | 15.85 CHF | 15.87 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 234'556 CHF | 234'856 CHF | 100.00% | 100.00% |
13.11.2024 | 0.13% | 15.27 CHF | 15.29 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 229'248 CHF | 229'548 CHF | 100.00% | 100.00% |
12.11.2024 | 0.13% | 15.00 CHF | 15.02 CHF | 15'000 | 15'000 | 15'001 | 15'001 | 235'124 CHF | 235'424 CHF | 99.85% | 99.85% |
11.11.2024 | 0.12% | 16.48 CHF | 16.50 CHF | 15'000 | 15'000 | 14'920 | 14'920 | 248'726 CHF | 249'024 CHF | 99.58% | 99.58% |
08.11.2024 | 0.12% | 16.48 CHF | 16.50 CHF | 15'000 | 15'000 | 14'825 | 14'825 | 246'436 CHF | 246'733 CHF | 99.44% | 99.44% |
07.11.2024 | 0.12% | 17.69 CHF | 17.71 CHF | 14'000 | 14'000 | 14'068 | 14'068 | 244'273 CHF | 244'555 CHF | 100.00% | 100.00% |