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 | 0.16% | 14.30 CHF | 14.31 CHF | 32'000 | 32'000 | 17'664 | 17'664 | 258'804 CHF | 259'157 CHF | 99.72% | 99.72% |
19.11.2024 | 0.16% | 14.54 CHF | 14.55 CHF | 32'000 | 32'000 | 17'753 | 17'753 | 252'878 CHF | 253'233 CHF | 99.76% | 99.76% |
18.11.2024 | 0.17% | 14.26 CHF | 14.27 CHF | 32'000 | 32'000 | 17'877 | 17'877 | 251'578 CHF | 251'934 CHF | 99.85% | 99.85% |
15.11.2024 | 0.16% | 13.78 CHF | 13.79 CHF | 33'000 | 33'000 | 17'895 | 17'895 | 254'772 CHF | 255'128 CHF | 98.73% | 98.73% |
14.11.2024 | 0.16% | 14.54 CHF | 14.55 CHF | 32'000 | 32'000 | 17'229 | 17'229 | 258'005 CHF | 258'355 CHF | 99.00% | 99.00% |
13.11.2024 | 0.15% | 15.12 CHF | 15.13 CHF | 32'000 | 32'000 | 17'569 | 17'569 | 268'940 CHF | 269'292 CHF | 99.94% | 99.94% |
12.11.2024 | 0.15% | 15.18 CHF | 15.19 CHF | 32'000 | 32'000 | 17'501 | 17'501 | 266'569 CHF | 266'919 CHF | 99.90% | 99.90% |
11.11.2024 | 0.16% | 15.13 CHF | 15.14 CHF | 32'000 | 32'000 | 17'563 | 17'563 | 263'631 CHF | 263'983 CHF | 99.17% | 99.17% |
08.11.2024 | 0.16% | 14.86 CHF | 14.87 CHF | 32'000 | 32'000 | 17'618 | 17'618 | 264'315 CHF | 264'667 CHF | 98.06% | 98.06% |
07.11.2024 | 0.16% | 14.90 CHF | 14.91 CHF | 32'000 | 32'000 | 17'697 | 17'697 | 260'943 CHF | 261'296 CHF | 98.95% | 98.95% |