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 | 1.00% | 24.84 CHF | 25.09 CHF | 10'000 | 9'920 | 10'000 | 9'998 | 249'680 CHF | 252'131 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 24.85 CHF | 25.10 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 248'487 CHF | 250'987 CHF | 100.00% | 100.00% |
18.11.2024 | 0.99% | 25.09 CHF | 25.34 CHF | 10'000 | 9'431 | 10'000 | 9'705 | 250'736 CHF | 245'764 CHF | 100.00% | 100.00% |
15.11.2024 | 0.99% | 25.03 CHF | 25.28 CHF | 9'985 | 8'378 | 9'985 | 8'750 | 250'895 CHF | 222'045 CHF | 100.00% | 100.00% |
14.11.2024 | 0.99% | 25.16 CHF | 25.41 CHF | 9'955 | 10'000 | 9'960 | 10'000 | 249'994 CHF | 253'500 CHF | 100.00% | 100.00% |
13.11.2024 | 0.99% | 24.98 CHF | 25.23 CHF | 9'508 | 10'000 | 9'866 | 10'000 | 247'398 CHF | 253'255 CHF | 100.00% | 100.00% |
12.11.2024 | 0.98% | 25.06 CHF | 25.31 CHF | 10'000 | 9'989 | 10'000 | 9'989 | 252'565 CHF | 254'793 CHF | 100.00% | 100.00% |
11.11.2024 | 1.01% | 25.59 CHF | 25.85 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 255'895 CHF | 258'495 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 25.41 CHF | 25.67 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 253'669 CHF | 256'222 CHF | 100.00% | 100.00% |
07.11.2024 | 1.01% | 25.44 CHF | 25.70 CHF | 10'000 | 9'998 | 10'000 | 9'999 | 255'053 CHF | 257'631 CHF | 100.00% | 100.00% |