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 | 0.79% | 14.94 CHF | 15.07 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 62'923 CHF | 63'422 CHF | 100.00% | 100.00% |
19.11.2024 | 0.85% | 14.78 CHF | 14.91 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 60'581 CHF | 61'096 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 15.55 CHF | 15.68 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 59'968 CHF | 60'455 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 14.84 CHF | 14.95 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 57'717 CHF | 58'183 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 14.02 CHF | 14.12 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 52'968 CHF | 53'400 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 12.36 CHF | 12.46 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 61'144 CHF | 61'643 CHF | 100.00% | 100.00% |
12.11.2024 | 0.96% | 11.27 CHF | 11.39 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 49'197 CHF | 49'669 CHF | 100.00% | 100.00% |
11.11.2024 | 0.77% | 13.75 CHF | 13.86 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 68'037 CHF | 68'565 CHF | 100.00% | 100.00% |
08.11.2024 | 0.94% | 12.07 CHF | 12.19 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 49'103 CHF | 49'567 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 13.56 CHF | 13.67 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 55'335 CHF | 55'790 CHF | 100.00% | 100.00% |