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% | 13.96 CHF | 14.08 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 210'778 CHF | 212'470 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 13.97 CHF | 14.08 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 209'860 CHF | 211'547 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 14.11 CHF | 14.22 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 211'503 CHF | 213'199 CHF | 99.85% | 99.85% |
15.11.2024 | 0.80% | 14.14 CHF | 14.25 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 213'071 CHF | 214'780 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 14.34 CHF | 14.45 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 215'256 CHF | 216'985 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 14.30 CHF | 14.42 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 214'262 CHF | 215'987 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 14.30 CHF | 14.42 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 215'393 CHF | 217'119 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 14.38 CHF | 14.50 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 215'153 CHF | 216'879 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 14.18 CHF | 14.29 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 211'815 CHF | 213'516 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 14.13 CHF | 14.25 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 212'362 CHF | 214'072 CHF | 100.00% | 100.00% |