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 | 0.44% | 15.19 CHF | 15.25 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 31'029 CHF | 31'165 CHF | 99.53% | 99.53% |
19.11.2024 | 0.42% | 15.68 CHF | 15.74 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 31'459 CHF | 31'592 CHF | 99.58% | 99.58% |
18.11.2024 | 0.44% | 15.25 CHF | 15.32 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 30'738 CHF | 30'874 CHF | 99.49% | 99.49% |
15.11.2024 | 0.43% | 15.51 CHF | 15.58 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 32'241 CHF | 32'381 CHF | 98.86% | 98.86% |
14.11.2024 | 0.40% | 16.48 CHF | 16.54 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 32'206 CHF | 32'334 CHF | 99.52% | 99.52% |
13.11.2024 | 0.39% | 16.46 CHF | 16.53 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 33'487 CHF | 33'619 CHF | 99.52% | 99.52% |
12.11.2024 | 0.40% | 16.71 CHF | 16.78 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 34'541 CHF | 34'681 CHF | 99.59% | 99.59% |
11.11.2024 | 0.37% | 18.02 CHF | 18.09 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 36'371 CHF | 36'507 CHF | 99.48% | 99.48% |
08.11.2024 | 0.39% | 17.35 CHF | 17.42 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 35'371 CHF | 35'511 CHF | 99.49% | 99.49% |
07.11.2024 | 0.40% | 18.06 CHF | 18.13 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 36'865 CHF | 37'013 CHF | 99.58% | 99.58% |