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 | 0.20% | 25.05 CHF | 25.10 CHF | 5'100 | 5'100 | 5'052 | 5'052 | 127'454 CHF | 127'707 CHF | 100.00% | 100.00% |
19.11.2024 | 0.20% | 24.80 CHF | 24.85 CHF | 5'200 | 5'200 | 5'111 | 5'111 | 126'885 CHF | 127'141 CHF | 98.90% | 98.90% |
18.11.2024 | 0.20% | 24.95 CHF | 25.00 CHF | 5'100 | 5'100 | 5'097 | 5'097 | 127'055 CHF | 127'310 CHF | 100.00% | 100.00% |
15.11.2024 | 0.20% | 24.70 CHF | 24.75 CHF | 5'200 | 5'200 | 5'250 | 5'250 | 128'219 CHF | 128'482 CHF | 71.80% | 71.80% |
14.11.2024 | 0.21% | 25.00 CHF | 25.05 CHF | 5'200 | 5'200 | 5'168 | 5'168 | 126'565 CHF | 126'824 CHF | 100.00% | 100.00% |
13.11.2024 | 0.20% | 25.00 CHF | 25.05 CHF | 5'100 | 5'100 | 5'108 | 5'108 | 127'613 CHF | 127'869 CHF | 99.36% | 99.36% |
12.11.2024 | 0.20% | 24.50 CHF | 24.55 CHF | 5'200 | 5'200 | 5'151 | 5'151 | 127'620 CHF | 127'878 CHF | 100.00% | 100.00% |
11.11.2024 | 0.20% | 25.25 CHF | 25.30 CHF | 5'100 | 5'100 | 5'052 | 5'052 | 127'909 CHF | 128'161 CHF | 100.00% | 100.00% |
08.11.2024 | 0.20% | 25.20 CHF | 25.25 CHF | 5'100 | 5'100 | 5'055 | 5'055 | 127'381 CHF | 127'634 CHF | 100.00% | 100.00% |
07.11.2024 | 0.20% | 25.40 CHF | 25.45 CHF | 5'100 | 5'100 | 5'052 | 5'052 | 129'068 CHF | 129'321 CHF | 100.00% | 100.00% |