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 | 0.36% | 14.20 CHF | 14.25 CHF | 10'000 | 10'000 | 9'905 | 9'905 | 140'445 CHF | 140'941 CHF | 100.00% | 100.00% |
19.11.2024 | 0.36% | 14.05 CHF | 14.10 CHF | 10'000 | 10'000 | 9'904 | 9'904 | 138'957 CHF | 139'453 CHF | 98.71% | 98.71% |
18.11.2024 | 0.37% | 13.65 CHF | 13.70 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 134'123 CHF | 134'619 CHF | 100.00% | 100.00% |
15.11.2024 | 0.36% | 13.60 CHF | 13.65 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 137'083 CHF | 137'583 CHF | 71.24% | 71.24% |
14.11.2024 | 0.36% | 13.90 CHF | 13.95 CHF | 10'000 | 10'000 | 9'905 | 9'905 | 139'494 CHF | 139'989 CHF | 100.00% | 100.00% |
13.11.2024 | 0.35% | 14.35 CHF | 14.40 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 142'877 CHF | 143'373 CHF | 99.80% | 99.80% |
12.11.2024 | 0.35% | 14.60 CHF | 14.65 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 143'193 CHF | 143'689 CHF | 100.00% | 100.00% |
11.11.2024 | 0.36% | 13.95 CHF | 14.00 CHF | 10'000 | 10'000 | 9'832 | 9'832 | 137'323 CHF | 137'815 CHF | 100.00% | 100.00% |
08.11.2024 | 0.36% | 14.15 CHF | 14.20 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 137'304 CHF | 137'800 CHF | 100.00% | 100.00% |
07.11.2024 | 0.40% | 12.70 CHF | 12.75 CHF | 10'000 | 10'000 | 9'907 | 9'907 | 126'256 CHF | 126'752 CHF | 100.00% | 100.00% |