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% | 31.78 CHF | 31.87 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 486'172 CHF | 487'522 CHF | 100.00% | 100.00% |
19.11.2024 | 0.31% | 31.70 CHF | 31.80 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 475'559 CHF | 477'059 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 32.97 CHF | 33.07 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 490'461 CHF | 491'961 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 32.75 CHF | 32.85 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 500'683 CHF | 502'183 CHF | 100.00% | 100.00% |
14.11.2024 | 0.29% | 34.90 CHF | 35.00 CHF | 15'000 | 15'000 | 14'965 | 14'963 | 511'027 CHF | 512'453 CHF | 100.00% | 100.00% |
13.11.2024 | 0.30% | 33.70 CHF | 33.80 CHF | 15'000 | 15'000 | 14'967 | 14'967 | 501'936 CHF | 503'433 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 33.79 CHF | 33.89 CHF | 15'000 | 15'000 | 14'995 | 15'000 | 523'739 CHF | 525'523 CHF | 100.00% | 100.00% |
11.11.2024 | 0.27% | 36.43 CHF | 36.53 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 548'120 CHF | 549'620 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 35.16 CHF | 35.27 CHF | 15'000 | 15'000 | 14'964 | 14'964 | 530'610 CHF | 532'257 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 36.70 CHF | 36.81 CHF | 15'000 | 15'000 | 14'967 | 14'967 | 552'768 CHF | 554'399 CHF | 100.00% | 100.00% |