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 | 0.15% | 14.79 CHF | 14.80 CHF | 32'000 | 32'000 | 17'672 | 17'672 | 267'647 CHF | 267'999 CHF | 99.77% | 99.77% |
19.11.2024 | 0.16% | 15.03 CHF | 15.04 CHF | 32'000 | 32'000 | 17'754 | 17'754 | 261'656 CHF | 262'010 CHF | 100.00% | 100.00% |
18.11.2024 | 0.16% | 14.75 CHF | 14.76 CHF | 32'000 | 32'000 | 17'886 | 17'886 | 260'546 CHF | 260'901 CHF | 99.90% | 99.90% |
15.11.2024 | 0.16% | 14.27 CHF | 14.28 CHF | 33'000 | 33'000 | 17'836 | 17'836 | 262'751 CHF | 263'106 CHF | 99.24% | 99.24% |
14.11.2024 | 0.15% | 15.03 CHF | 15.04 CHF | 32'000 | 32'000 | 17'188 | 17'188 | 265'931 CHF | 266'281 CHF | 99.87% | 99.87% |
13.11.2024 | 0.15% | 15.61 CHF | 15.62 CHF | 32'000 | 32'000 | 17'577 | 17'577 | 277'687 CHF | 278'038 CHF | 100.00% | 100.00% |
12.11.2024 | 0.15% | 15.67 CHF | 15.68 CHF | 32'000 | 32'000 | 17'501 | 17'501 | 275'143 CHF | 275'494 CHF | 99.90% | 99.90% |
11.11.2024 | 0.15% | 15.62 CHF | 15.63 CHF | 32'000 | 32'000 | 17'563 | 17'563 | 272'218 CHF | 272'570 CHF | 99.17% | 99.17% |
08.11.2024 | 0.15% | 15.34 CHF | 15.35 CHF | 32'000 | 32'000 | 17'630 | 17'630 | 273'030 CHF | 273'382 CHF | 98.72% | 98.72% |
07.11.2024 | 0.15% | 15.39 CHF | 15.40 CHF | 32'000 | 32'000 | 17'673 | 17'673 | 269'151 CHF | 269'504 CHF | 99.47% | 99.47% |