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% | 20.20 CHF | 20.25 CHF | 5'100 | 5'100 | 5'052 | 5'052 | 102'930 CHF | 103'183 CHF | 100.00% | 100.00% |
19.11.2024 | 0.25% | 19.95 CHF | 20.00 CHF | 5'200 | 5'200 | 5'111 | 5'111 | 102'098 CHF | 102'354 CHF | 98.92% | 98.92% |
18.11.2024 | 0.25% | 20.10 CHF | 20.15 CHF | 5'100 | 5'100 | 5'097 | 5'097 | 102'318 CHF | 102'573 CHF | 100.00% | 100.00% |
15.11.2024 | 0.26% | 19.85 CHF | 19.90 CHF | 5'200 | 5'200 | 5'252 | 5'252 | 102'817 CHF | 103'079 CHF | 72.17% | 72.17% |
14.11.2024 | 0.26% | 20.15 CHF | 20.20 CHF | 5'200 | 5'200 | 5'168 | 5'168 | 101'502 CHF | 101'761 CHF | 100.00% | 100.00% |
13.11.2024 | 0.25% | 20.15 CHF | 20.20 CHF | 5'100 | 5'100 | 5'105 | 5'105 | 102'807 CHF | 103'063 CHF | 99.37% | 99.37% |
12.11.2024 | 0.25% | 19.65 CHF | 19.70 CHF | 5'200 | 5'200 | 5'151 | 5'151 | 102'638 CHF | 102'896 CHF | 100.00% | 100.00% |
11.11.2024 | 0.25% | 20.40 CHF | 20.45 CHF | 5'100 | 5'100 | 5'052 | 5'052 | 103'426 CHF | 103'678 CHF | 100.00% | 100.00% |
08.11.2024 | 0.25% | 20.35 CHF | 20.40 CHF | 5'100 | 5'100 | 5'054 | 5'054 | 102'875 CHF | 103'128 CHF | 100.00% | 100.00% |
07.11.2024 | 0.24% | 20.60 CHF | 20.65 CHF | 5'100 | 5'100 | 5'052 | 5'052 | 104'587 CHF | 104'840 CHF | 100.00% | 100.00% |