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 | 0.80% | 13.80 CHF | 13.91 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 207'547 CHF | 209'211 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 13.73 CHF | 13.84 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 206'215 CHF | 207'871 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 13.88 CHF | 13.99 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 207'910 CHF | 209'576 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 13.88 CHF | 13.99 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 208'708 CHF | 210'386 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 14.04 CHF | 14.16 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 210'536 CHF | 212'227 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 14.02 CHF | 14.13 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 210'521 CHF | 212'215 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 14.00 CHF | 14.11 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 210'434 CHF | 212'129 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 14.09 CHF | 14.20 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 210'510 CHF | 212'201 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 13.91 CHF | 14.03 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 208'801 CHF | 210'479 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 13.88 CHF | 13.99 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 209'469 CHF | 211'149 CHF | 100.00% | 100.00% |