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 | 0.49% | 12.47 CHF | 12.53 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 184'633 CHF | 185'533 CHF | 99.46% | 99.46% |
19.11.2024 | 0.48% | 12.15 CHF | 12.21 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 187'729 CHF | 188'629 CHF | 100.00% | 100.00% |
18.11.2024 | 0.45% | 12.78 CHF | 12.84 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 198'034 CHF | 198'934 CHF | 99.29% | 99.29% |
15.11.2024 | 0.44% | 13.55 CHF | 13.61 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 203'807 CHF | 204'707 CHF | 100.00% | 100.00% |
14.11.2024 | 0.42% | 14.11 CHF | 14.17 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 211'973 CHF | 212'873 CHF | 100.00% | 100.00% |
13.11.2024 | 0.44% | 13.82 CHF | 13.88 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 205'460 CHF | 206'360 CHF | 100.00% | 100.00% |
12.11.2024 | 0.45% | 13.73 CHF | 13.79 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 201'652 CHF | 202'552 CHF | 99.80% | 99.80% |
11.11.2024 | 0.46% | 13.02 CHF | 13.08 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 193'763 CHF | 194'663 CHF | 99.77% | 99.77% |
08.11.2024 | 0.48% | 12.79 CHF | 12.85 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 188'075 CHF | 188'975 CHF | 99.16% | 99.16% |
07.11.2024 | 0.50% | 12.04 CHF | 12.10 CHF | 15'000 | 15'000 | 14'994 | 14'994 | 181'134 CHF | 182'034 CHF | 99.96% | 99.96% |