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% | 12.50 CHF | 12.62 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 62'762 CHF | 63'387 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 12.50 CHF | 12.62 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 62'567 CHF | 63'198 CHF | 100.00% | 100.00% |
18.11.2024 | 0.98% | 12.65 CHF | 12.77 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 63'220 CHF | 63'844 CHF | 100.00% | 100.00% |
15.11.2024 | 0.98% | 12.68 CHF | 12.81 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 63'585 CHF | 64'212 CHF | 100.00% | 100.00% |
14.11.2024 | 1.01% | 12.85 CHF | 12.98 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 65'009 CHF | 65'668 CHF | 100.00% | 100.00% |
13.11.2024 | 0.96% | 12.97 CHF | 13.10 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 64'401 CHF | 65'025 CHF | 100.00% | 100.00% |
12.11.2024 | 0.99% | 12.88 CHF | 13.00 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 64'639 CHF | 65'283 CHF | 100.00% | 100.00% |
11.11.2024 | 0.97% | 12.96 CHF | 13.09 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 64'501 CHF | 65'126 CHF | 100.00% | 100.00% |
08.11.2024 | 0.96% | 12.77 CHF | 12.90 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 63'205 CHF | 63'812 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 12.66 CHF | 12.78 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 63'934 CHF | 64'573 CHF | 100.00% | 100.00% |