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 | 0.29% | 12.71 CHF | 12.75 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 66'066 CHF | 66'260 CHF | 100.00% | 100.00% |
19.11.2024 | 0.32% | 12.53 CHF | 12.57 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 63'480 CHF | 63'686 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 13.96 CHF | 14.00 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 68'525 CHF | 68'732 CHF | 100.00% | 100.00% |
15.11.2024 | 0.29% | 13.77 CHF | 13.81 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 69'633 CHF | 69'837 CHF | 100.00% | 100.00% |
14.11.2024 | 0.28% | 13.66 CHF | 13.70 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 66'422 CHF | 66'607 CHF | 100.00% | 100.00% |
13.11.2024 | 0.29% | 12.62 CHF | 12.66 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 63'177 CHF | 63'360 CHF | 100.00% | 100.00% |
12.11.2024 | 0.32% | 12.05 CHF | 12.10 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 54'079 CHF | 54'250 CHF | 100.00% | 100.00% |
11.11.2024 | 0.27% | 15.25 CHF | 15.29 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 62'640 CHF | 62'811 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 15.19 CHF | 15.24 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 62'264 CHF | 62'455 CHF | 100.00% | 100.00% |
07.11.2024 | 0.26% | 18.01 CHF | 18.05 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 69'084 CHF | 69'263 CHF | 100.00% | 100.00% |