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 | 0.07% | 15.12 CHF | 15.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 380'383 CHF | 380'633 CHF | 100.00% | 100.00% |
19.11.2024 | 0.07% | 14.99 CHF | 15.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 372'364 CHF | 372'614 CHF | 99.92% | 99.92% |
18.11.2024 | 0.06% | 15.58 CHF | 15.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 391'482 CHF | 391'732 CHF | 99.92% | 99.92% |
15.11.2024 | 0.06% | 15.74 CHF | 15.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 400'324 CHF | 400'574 CHF | 100.00% | 100.00% |
14.11.2024 | 0.06% | 16.29 CHF | 16.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 399'122 CHF | 399'372 CHF | 100.00% | 100.00% |
13.11.2024 | 0.06% | 15.65 CHF | 15.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 393'309 CHF | 393'559 CHF | 100.00% | 100.00% |
12.11.2024 | 0.06% | 15.50 CHF | 15.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 393'889 CHF | 394'139 CHF | 99.71% | 99.71% |
11.11.2024 | 0.06% | 15.78 CHF | 15.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 391'886 CHF | 392'136 CHF | 99.89% | 99.89% |
08.11.2024 | 0.06% | 15.47 CHF | 15.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 386'069 CHF | 386'319 CHF | 99.56% | 99.56% |
07.11.2024 | 0.06% | 15.56 CHF | 15.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 393'901 CHF | 394'151 CHF | 99.91% | 99.91% |