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 | 1.23% | 15.54 CHF | 15.65 CHF | 10'000 | 5'000 | 10'000 | 2'980 | 160'979 CHF | 48'303 CHF | 99.63% | 99.63% |
19.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
18.11.2024 | 1.23% | 16.04 CHF | 16.14 CHF | 10'000 | 5'000 | 10'000 | 2'980 | 157'505 CHF | 47'557 CHF | 99.64% | 99.64% |
15.11.2024 | 1.22% | 15.98 CHF | 16.08 CHF | 10'000 | 5'000 | 10'000 | 3'049 | 154'942 CHF | 47'928 CHF | 96.66% | 96.66% |
14.11.2024 | 1.22% | 16.00 CHF | 16.10 CHF | 10'000 | 5'000 | 10'000 | 2'980 | 159'187 CHF | 48'020 CHF | 99.62% | 99.62% |
13.11.2024 | 1.22% | 15.76 CHF | 15.86 CHF | 10'000 | 5'000 | 10'000 | 3'001 | 157'157 CHF | 47'609 CHF | 97.57% | 97.57% |
12.11.2024 | 1.25% | 15.76 CHF | 15.87 CHF | 10'000 | 5'000 | 10'000 | 2'980 | 157'277 CHF | 47'426 CHF | 99.64% | 99.64% |
11.11.2024 | 1.23% | 15.99 CHF | 16.09 CHF | 10'000 | 5'000 | 10'000 | 3'033 | 156'298 CHF | 48'172 CHF | 99.63% | 99.63% |
08.11.2024 | 1.25% | 15.50 CHF | 15.60 CHF | 10'000 | 5'000 | 10'000 | 3'036 | 149'251 CHF | 46'058 CHF | 99.63% | 99.63% |
07.11.2024 | 1.25% | 14.58 CHF | 14.68 CHF | 10'000 | 5'000 | 10'000 | 3'036 | 151'063 CHF | 46'239 CHF | 99.62% | 99.62% |