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% | 14.25 CHF | 14.33 CHF | 17'500 | 17'500 | 17'500 | 17'500 | 250'551 CHF | 252'056 CHF | 100.00% | 100.00% |
19.11.2024 | 0.60% | 14.16 CHF | 14.24 CHF | 17'500 | 17'500 | 17'500 | 17'500 | 247'274 CHF | 248'762 CHF | 100.00% | 100.00% |
18.11.2024 | 0.60% | 14.23 CHF | 14.31 CHF | 17'500 | 17'500 | 17'500 | 17'500 | 248'799 CHF | 250'298 CHF | 100.00% | 100.00% |
15.11.2024 | 0.60% | 14.32 CHF | 14.41 CHF | 17'500 | 17'500 | 17'500 | 17'500 | 253'382 CHF | 254'902 CHF | 100.00% | 100.00% |
14.11.2024 | 0.60% | 14.72 CHF | 14.81 CHF | 17'500 | 17'500 | 17'500 | 17'500 | 257'570 CHF | 259'123 CHF | 100.00% | 100.00% |
13.11.2024 | 0.60% | 14.63 CHF | 14.72 CHF | 17'500 | 17'500 | 17'500 | 17'500 | 255'004 CHF | 256'544 CHF | 100.00% | 100.00% |
12.11.2024 | 0.60% | 14.48 CHF | 14.56 CHF | 17'500 | 17'500 | 17'500 | 17'500 | 253'567 CHF | 255'090 CHF | 100.00% | 100.00% |
11.11.2024 | 0.60% | 14.54 CHF | 14.63 CHF | 17'500 | 17'500 | 17'500 | 17'500 | 254'138 CHF | 255'666 CHF | 99.80% | 99.80% |
08.11.2024 | 0.60% | 14.40 CHF | 14.49 CHF | 17'500 | 17'500 | 17'500 | 17'500 | 250'746 CHF | 252'253 CHF | 100.00% | 100.00% |
07.11.2024 | 0.60% | 14.31 CHF | 14.39 CHF | 17'500 | 17'500 | 17'500 | 17'500 | 249'264 CHF | 250'768 CHF | 100.00% | 100.00% |