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 | 0.06% | 15.44 CHF | 15.45 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 707'588 CHF | 708'038 CHF | 100.00% | 100.00% |
19.11.2024 | 0.07% | 15.47 CHF | 15.48 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 689'521 CHF | 689'971 CHF | 100.00% | 100.00% |
18.11.2024 | 0.06% | 15.54 CHF | 15.55 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 693'281 CHF | 693'731 CHF | 99.58% | 99.58% |
15.11.2024 | 0.06% | 15.45 CHF | 15.46 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 706'738 CHF | 707'188 CHF | 100.00% | 100.00% |
14.11.2024 | 0.06% | 16.23 CHF | 16.24 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 735'814 CHF | 736'264 CHF | 100.00% | 100.00% |
13.11.2024 | 0.06% | 16.22 CHF | 16.23 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 726'355 CHF | 726'805 CHF | 100.00% | 100.00% |
12.11.2024 | 0.06% | 16.19 CHF | 16.20 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 731'857 CHF | 732'307 CHF | 100.00% | 100.00% |
11.11.2024 | 0.06% | 16.34 CHF | 16.35 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 736'971 CHF | 737'421 CHF | 100.00% | 100.00% |
08.11.2024 | 0.06% | 16.10 CHF | 16.11 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 715'069 CHF | 715'519 CHF | 100.00% | 100.00% |
07.11.2024 | 0.06% | 15.80 CHF | 15.81 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 706'891 CHF | 707'341 CHF | 99.67% | 99.67% |