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 | 0.35% | 14.50 CHF | 14.55 CHF | 16'917 | 16'917 | 16'867 | 16'867 | 243'372 CHF | 244'216 CHF | 100.00% | 100.00% |
19.11.2024 | 0.34% | 14.50 CHF | 14.55 CHF | 17'013 | 17'013 | 16'723 | 16'723 | 245'405 CHF | 246'242 CHF | 98.68% | 98.68% |
18.11.2024 | 0.35% | 14.65 CHF | 14.70 CHF | 16'920 | 16'920 | 16'948 | 16'948 | 243'158 CHF | 244'007 CHF | 100.00% | 100.00% |
15.11.2024 | 0.35% | 14.10 CHF | 14.15 CHF | 17'275 | 17'275 | 17'308 | 17'308 | 243'678 CHF | 244'543 CHF | 70.89% | 70.89% |
14.11.2024 | 0.37% | 13.95 CHF | 14.00 CHF | 17'383 | 17'383 | 17'390 | 17'390 | 237'334 CHF | 238'205 CHF | 100.00% | 100.00% |
13.11.2024 | 0.35% | 14.20 CHF | 14.25 CHF | 17'208 | 17'208 | 17'028 | 17'028 | 243'825 CHF | 244'677 CHF | 99.91% | 99.91% |
12.11.2024 | 0.36% | 14.05 CHF | 14.10 CHF | 17'346 | 17'346 | 17'268 | 17'268 | 240'712 CHF | 241'576 CHF | 100.00% | 100.00% |
11.11.2024 | 0.35% | 13.90 CHF | 13.95 CHF | 17'476 | 17'476 | 16'997 | 16'997 | 245'449 CHF | 246'300 CHF | 100.00% | 100.00% |
08.11.2024 | 0.34% | 14.65 CHF | 14.70 CHF | 17'108 | 17'108 | 16'926 | 16'926 | 249'220 CHF | 250'067 CHF | 100.00% | 100.00% |
07.11.2024 | 0.34% | 14.95 CHF | 15.00 CHF | 17'009 | 17'009 | 17'032 | 17'032 | 249'016 CHF | 249'869 CHF | 100.00% | 100.00% |