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 | 0.31% | 15.79 CHF | 15.84 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 67'269 CHF | 67'478 CHF | 99.50% | 99.55% |
19.11.2024 | 0.33% | 16.99 CHF | 17.05 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 66'667 CHF | 66'886 CHF | 99.55% | 99.55% |
18.11.2024 | 0.29% | 17.99 CHF | 18.04 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 70'802 CHF | 71'008 CHF | 99.56% | 99.56% |
15.11.2024 | 0.30% | 16.44 CHF | 16.50 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 66'527 CHF | 66'727 CHF | 98.94% | 98.94% |
14.11.2024 | 0.41% | 16.61 CHF | 16.66 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 65'156 CHF | 65'421 CHF | 99.53% | 99.53% |
13.11.2024 | 0.44% | 15.68 CHF | 15.75 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 64'282 CHF | 64'564 CHF | 99.54% | 99.54% |
12.11.2024 | 0.45% | 15.74 CHF | 15.81 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 67'632 CHF | 67'934 CHF | 99.08% | 99.08% |
11.11.2024 | 0.41% | 17.75 CHF | 17.83 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 69'938 CHF | 70'225 CHF | 99.56% | 99.56% |
08.11.2024 | 0.44% | 16.73 CHF | 16.81 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 67'800 CHF | 68'101 CHF | 99.57% | 99.57% |
07.11.2024 | 0.42% | 17.74 CHF | 17.81 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 72'376 CHF | 72'682 CHF | 99.41% | 99.47% |