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 | 0.27% | 14.27 CHF | 14.31 CHF | 9'700 | 9'700 | 9'660 | 9'660 | 142'651 CHF | 143'037 CHF | 100.00% | 100.00% |
19.11.2024 | 0.29% | 13.99 CHF | 14.03 CHF | 9'600 | 9'600 | 9'592 | 9'592 | 133'970 CHF | 134'354 CHF | 100.00% | 100.00% |
18.11.2024 | 0.29% | 14.22 CHF | 14.26 CHF | 9'800 | 9'800 | 9'789 | 9'789 | 134'171 CHF | 134'563 CHF | 100.00% | 100.00% |
15.11.2024 | 0.29% | 14.07 CHF | 14.11 CHF | 9'500 | 9'500 | 9'461 | 9'461 | 132'255 CHF | 132'633 CHF | 100.00% | 100.00% |
14.11.2024 | 0.20% | 14.73 CHF | 14.76 CHF | 11'700 | 11'700 | 11'652 | 11'652 | 170'894 CHF | 171'244 CHF | 100.00% | 100.00% |
13.11.2024 | 0.34% | 11.48 CHF | 11.52 CHF | 11'400 | 11'400 | 11'360 | 11'360 | 133'123 CHF | 133'578 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 12.48 CHF | 12.52 CHF | 9'500 | 9'500 | 9'403 | 9'403 | 126'843 CHF | 127'219 CHF | 100.00% | 100.00% |
11.11.2024 | 0.27% | 14.92 CHF | 14.96 CHF | 9'600 | 9'600 | 9'558 | 9'558 | 141'083 CHF | 141'465 CHF | 100.00% | 100.00% |
08.11.2024 | 0.29% | 14.36 CHF | 14.40 CHF | 10'200 | 10'200 | 10'254 | 10'254 | 142'094 CHF | 142'504 CHF | 99.19% | 99.19% |
07.11.2024 | 0.31% | 13.21 CHF | 13.25 CHF | 10'300 | 10'300 | 10'206 | 10'206 | 133'267 CHF | 133'675 CHF | 100.00% | 100.00% |