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 | 0.25% | 19.55 CHF | 19.60 CHF | 25'000 | 25'000 | 24'765 | 24'765 | 491'727 CHF | 492'967 CHF | 100.00% | 100.00% |
19.11.2024 | 0.26% | 19.60 CHF | 19.65 CHF | 25'000 | 25'000 | 24'763 | 24'763 | 481'551 CHF | 482'790 CHF | 99.34% | 99.34% |
18.11.2024 | 0.26% | 19.70 CHF | 19.75 CHF | 25'000 | 25'000 | 24'766 | 24'764 | 484'431 CHF | 485'632 CHF | 100.00% | 100.00% |
15.11.2024 | 0.25% | 19.65 CHF | 19.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 497'741 CHF | 498'991 CHF | 73.55% | 73.55% |
14.11.2024 | 0.24% | 20.50 CHF | 20.55 CHF | 25'000 | 25'000 | 24'766 | 24'764 | 510'971 CHF | 512'174 CHF | 100.00% | 100.00% |
13.11.2024 | 0.25% | 20.50 CHF | 20.55 CHF | 25'000 | 25'000 | 24'764 | 24'764 | 505'398 CHF | 506'638 CHF | 99.16% | 99.16% |
12.11.2024 | 0.25% | 20.45 CHF | 20.50 CHF | 25'000 | 25'000 | 24'767 | 24'765 | 508'716 CHF | 509'914 CHF | 100.00% | 100.00% |
11.11.2024 | 0.24% | 20.65 CHF | 20.70 CHF | 25'000 | 25'000 | 24'764 | 24'764 | 511'378 CHF | 512'618 CHF | 100.00% | 100.00% |
08.11.2024 | 0.25% | 20.35 CHF | 20.40 CHF | 25'000 | 25'000 | 24'766 | 24'764 | 499'680 CHF | 500'884 CHF | 100.00% | 100.00% |
07.11.2024 | 0.25% | 20.05 CHF | 20.10 CHF | 25'000 | 25'000 | 24'765 | 24'765 | 494'038 CHF | 495'277 CHF | 100.00% | 100.00% |