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% | 14.76 CHF | 14.77 CHF | 32'000 | 32'000 | 17'664 | 17'664 | 266'896 CHF | 267'248 CHF | 99.72% | 99.72% |
19.11.2024 | 0.16% | 15.00 CHF | 15.01 CHF | 32'000 | 32'000 | 17'755 | 17'755 | 261'018 CHF | 261'372 CHF | 99.80% | 99.80% |
18.11.2024 | 0.16% | 14.72 CHF | 14.73 CHF | 32'000 | 32'000 | 17'877 | 17'877 | 259'787 CHF | 260'142 CHF | 99.84% | 99.84% |
15.11.2024 | 0.16% | 14.24 CHF | 14.25 CHF | 33'000 | 33'000 | 17'896 | 17'896 | 263'020 CHF | 263'376 CHF | 98.74% | 98.74% |
14.11.2024 | 0.15% | 15.00 CHF | 15.01 CHF | 32'000 | 32'000 | 17'232 | 17'232 | 265'977 CHF | 266'327 CHF | 99.00% | 99.00% |
13.11.2024 | 0.15% | 15.57 CHF | 15.58 CHF | 32'000 | 32'000 | 17'566 | 17'566 | 276'891 CHF | 277'243 CHF | 99.92% | 99.92% |
12.11.2024 | 0.15% | 15.64 CHF | 15.65 CHF | 32'000 | 32'000 | 17'501 | 17'501 | 274'561 CHF | 274'911 CHF | 99.90% | 99.90% |
11.11.2024 | 0.15% | 15.59 CHF | 15.60 CHF | 32'000 | 32'000 | 17'562 | 17'562 | 271'586 CHF | 271'939 CHF | 99.17% | 99.17% |
08.11.2024 | 0.15% | 15.31 CHF | 15.32 CHF | 32'000 | 32'000 | 17'618 | 17'618 | 272'246 CHF | 272'598 CHF | 98.06% | 98.06% |
07.11.2024 | 0.15% | 15.36 CHF | 15.37 CHF | 32'000 | 32'000 | 17'752 | 17'752 | 269'790 CHF | 270'142 CHF | 97.51% | 97.51% |