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 | 0.59% | 11.39 CHF | 11.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 296'261 CHF | 298'011 CHF | 100.00% | 100.00% |
19.11.2024 | 0.62% | 11.34 CHF | 11.41 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 226'918 CHF | 228'318 CHF | 100.00% | 100.00% |
18.11.2024 | 0.58% | 12.29 CHF | 12.36 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 241'705 CHF | 243'105 CHF | 100.00% | 100.00% |
15.11.2024 | 0.63% | 12.14 CHF | 12.22 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 252'456 CHF | 254'056 CHF | 100.00% | 100.00% |
14.11.2024 | 0.60% | 13.80 CHF | 13.88 CHF | 20'000 | 20'000 | 19'954 | 19'954 | 264'119 CHF | 265'716 CHF | 100.00% | 100.00% |
13.11.2024 | 0.63% | 12.91 CHF | 12.99 CHF | 20'000 | 20'000 | 19'956 | 19'956 | 254'821 CHF | 256'419 CHF | 100.00% | 100.00% |
12.11.2024 | 0.64% | 12.98 CHF | 13.07 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 278'404 CHF | 280'204 CHF | 100.00% | 100.00% |
11.11.2024 | 0.52% | 15.14 CHF | 15.22 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 304'478 CHF | 306'078 CHF | 100.00% | 100.00% |
08.11.2024 | 0.63% | 14.13 CHF | 14.22 CHF | 15'000 | 15'000 | 14'966 | 14'966 | 215'402 CHF | 216'749 CHF | 100.00% | 100.00% |
07.11.2024 | 0.58% | 15.42 CHF | 15.51 CHF | 20'000 | 20'000 | 19'953 | 19'953 | 311'223 CHF | 313'019 CHF | 100.00% | 100.00% |