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 | 0.41% | 13.90 CHF | 13.96 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 218'416 CHF | 219'316 CHF | 100.00% | 100.00% |
19.11.2024 | 0.45% | 14.07 CHF | 14.13 CHF | 15'000 | 15'000 | 14'959 | 14'959 | 206'070 CHF | 206'988 CHF | 100.00% | 100.00% |
18.11.2024 | 0.45% | 15.16 CHF | 15.23 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 223'956 CHF | 224'968 CHF | 100.00% | 100.00% |
15.11.2024 | 0.45% | 15.14 CHF | 15.21 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 234'110 CHF | 235'160 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 15.89 CHF | 15.95 CHF | 15'000 | 15'000 | 14'933 | 14'933 | 230'895 CHF | 231'793 CHF | 100.00% | 100.00% |
13.11.2024 | 0.42% | 14.19 CHF | 14.25 CHF | 15'000 | 15'000 | 14'966 | 14'966 | 215'027 CHF | 215'926 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 14.52 CHF | 14.60 CHF | 10'000 | 10'000 | 9'972 | 9'972 | 164'416 CHF | 165'215 CHF | 100.00% | 100.00% |
11.11.2024 | 0.38% | 18.58 CHF | 18.65 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 278'823 CHF | 279'873 CHF | 100.00% | 100.00% |
08.11.2024 | 0.46% | 17.03 CHF | 17.11 CHF | 10'000 | 10'000 | 9'977 | 9'977 | 175'556 CHF | 176'355 CHF | 100.00% | 100.00% |
07.11.2024 | 0.43% | 18.96 CHF | 19.04 CHF | 10'000 | 10'000 | 9'954 | 9'954 | 184'690 CHF | 185'488 CHF | 100.00% | 100.00% |