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 | 0.28% | 13.66 CHF | 13.70 CHF | 30'400 | 30'400 | 30'400 | 30'400 | 428'942 CHF | 430'158 CHF | 99.82% | 99.82% |
19.11.2024 | 0.37% | 13.75 CHF | 13.80 CHF | 28'800 | 28'800 | 28'800 | 28'800 | 391'698 CHF | 393'138 CHF | 100.00% | 100.00% |
18.11.2024 | 0.33% | 15.27 CHF | 15.32 CHF | 28'800 | 28'800 | 28'800 | 28'800 | 436'747 CHF | 438'187 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 14.89 CHF | 14.93 CHF | 29'300 | 29'300 | 29'300 | 29'300 | 439'956 CHF | 441'358 CHF | 100.00% | 100.00% |
14.11.2024 | 0.28% | 14.74 CHF | 14.78 CHF | 30'900 | 30'900 | 30'900 | 30'900 | 440'606 CHF | 441'842 CHF | 100.00% | 100.00% |
13.11.2024 | 0.29% | 13.52 CHF | 13.56 CHF | 30'700 | 30'700 | 30'700 | 30'700 | 425'895 CHF | 427'123 CHF | 99.99% | 99.99% |
12.11.2024 | 0.35% | 13.75 CHF | 13.80 CHF | 28'700 | 28'700 | 28'700 | 28'700 | 414'528 CHF | 415'963 CHF | 100.00% | 100.00% |
11.11.2024 | 0.27% | 15.06 CHF | 15.10 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 446'376 CHF | 447'576 CHF | 100.00% | 100.00% |
08.11.2024 | 0.35% | 14.14 CHF | 14.19 CHF | 29'100 | 29'100 | 29'100 | 29'100 | 415'637 CHF | 417'092 CHF | 100.00% | 100.00% |
07.11.2024 | 0.33% | 14.95 CHF | 15.00 CHF | 29'100 | 29'100 | 29'100 | 29'100 | 442'457 CHF | 443'912 CHF | 99.68% | 99.68% |