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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 0.24% | 25.80 CHF | 25.83 CHF | 18'000 | 18'000 | 8'719 | 8'719 | 217'447 CHF | 217'872 CHF | 98.92% | 98.92% |
22.11.2024 | 0.23% | 24.73 CHF | 24.76 CHF | 19'000 | 19'000 | 8'960 | 8'960 | 216'841 CHF | 217'259 CHF | 92.72% | 92.72% |
20.11.2024 | 0.22% | 25.73 CHF | 25.76 CHF | 18'000 | 18'000 | 8'144 | 8'144 | 216'555 CHF | 216'939 CHF | 98.90% | 98.90% |
19.11.2024 | 0.22% | 26.02 CHF | 26.05 CHF | 18'000 | 18'000 | 8'312 | 8'312 | 216'677 CHF | 217'065 CHF | 95.85% | 95.85% |
18.11.2024 | 0.23% | 25.57 CHF | 25.60 CHF | 18'000 | 18'000 | 8'387 | 8'387 | 206'424 CHF | 206'800 CHF | 99.48% | 99.48% |
15.11.2024 | 0.22% | 23.36 CHF | 23.39 CHF | 20'000 | 20'000 | 8'962 | 8'962 | 204'400 CHF | 204'769 CHF | 97.90% | 97.90% |
14.11.2024 | 0.21% | 22.32 CHF | 22.35 CHF | 20'000 | 20'000 | 9'076 | 9'076 | 211'230 CHF | 211'601 CHF | 93.59% | 93.59% |
13.11.2024 | 0.27% | 25.84 CHF | 25.86 CHF | 18'000 | 18'000 | 8'467 | 8'467 | 216'617 CHF | 217'043 CHF | 85.31% | 85.31% |
12.11.2024 | 0.21% | 24.73 CHF | 24.75 CHF | 19'000 | 19'000 | 9'857 | 9'857 | 256'134 CHF | 256'531 CHF | 67.08% | 67.08% |
11.11.2024 | 0.14% | 25.87 CHF | 25.89 CHF | 18'000 | 18'000 | 9'196 | 9'196 | 231'452 CHF | 231'722 CHF | 79.09% | 79.09% |