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 | 0.34% | 15.15 CHF | 15.20 CHF | 16'923 | 16'923 | 16'867 | 16'867 | 253'636 CHF | 254'480 CHF | 100.00% | 100.00% |
19.11.2024 | 0.33% | 15.10 CHF | 15.15 CHF | 17'013 | 17'013 | 16'723 | 16'723 | 255'555 CHF | 256'392 CHF | 98.68% | 98.68% |
18.11.2024 | 0.34% | 15.25 CHF | 15.30 CHF | 16'922 | 16'922 | 16'945 | 16'945 | 253'426 CHF | 254'274 CHF | 100.00% | 100.00% |
15.11.2024 | 0.34% | 14.70 CHF | 14.75 CHF | 17'275 | 17'275 | 17'309 | 17'309 | 254'284 CHF | 255'149 CHF | 70.88% | 70.88% |
14.11.2024 | 0.35% | 14.55 CHF | 14.60 CHF | 17'390 | 17'390 | 17'393 | 17'393 | 247'994 CHF | 248'865 CHF | 100.00% | 100.00% |
13.11.2024 | 0.34% | 14.80 CHF | 14.85 CHF | 17'208 | 17'208 | 17'028 | 17'028 | 254'138 CHF | 254'990 CHF | 99.90% | 99.90% |
12.11.2024 | 0.35% | 14.65 CHF | 14.70 CHF | 17'346 | 17'346 | 17'267 | 17'267 | 251'137 CHF | 252'001 CHF | 100.00% | 100.00% |
11.11.2024 | 0.34% | 14.55 CHF | 14.60 CHF | 17'478 | 17'478 | 16'997 | 16'997 | 255'696 CHF | 256'547 CHF | 100.00% | 100.00% |
08.11.2024 | 0.33% | 15.25 CHF | 15.30 CHF | 17'108 | 17'108 | 16'926 | 16'926 | 259'341 CHF | 260'188 CHF | 100.00% | 100.00% |
07.11.2024 | 0.33% | 15.55 CHF | 15.60 CHF | 17'008 | 17'008 | 17'032 | 17'032 | 259'219 CHF | 260'072 CHF | 100.00% | 100.00% |