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 | 0.99% | 15.71 CHF | 15.86 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 79'237 CHF | 80'024 CHF | 100.00% | 100.00% |
19.11.2024 | 0.99% | 15.66 CHF | 15.82 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 77'912 CHF | 78'686 CHF | 100.00% | 100.00% |
18.11.2024 | 0.98% | 15.84 CHF | 16.00 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 78'938 CHF | 79'718 CHF | 100.00% | 100.00% |
15.11.2024 | 0.99% | 15.69 CHF | 15.85 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 79'246 CHF | 80'032 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 16.04 CHF | 16.21 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 80'800 CHF | 81'610 CHF | 100.00% | 100.00% |
13.11.2024 | 1.01% | 16.32 CHF | 16.48 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 80'400 CHF | 81'213 CHF | 100.00% | 100.00% |
12.11.2024 | 1.02% | 15.95 CHF | 16.12 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 80'182 CHF | 81'005 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 16.02 CHF | 16.18 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 79'313 CHF | 80'111 CHF | 100.00% | 100.00% |
08.11.2024 | 1.01% | 15.43 CHF | 15.59 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 76'263 CHF | 77'035 CHF | 100.00% | 100.00% |
07.11.2024 | 1.02% | 15.11 CHF | 15.26 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 75'415 CHF | 76'192 CHF | 100.00% | 100.00% |