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 | 0.25% | 24.67 CHF | 24.70 CHF | 18'000 | 18'000 | 8'717 | 8'717 | 207'599 CHF | 208'025 CHF | 98.96% | 98.96% |
22.11.2024 | 0.25% | 23.60 CHF | 23.63 CHF | 19'000 | 19'000 | 8'863 | 8'863 | 204'465 CHF | 204'880 CHF | 95.08% | 95.08% |
20.11.2024 | 0.22% | 24.61 CHF | 24.64 CHF | 18'000 | 18'000 | 8'145 | 8'145 | 207'442 CHF | 207'827 CHF | 98.89% | 98.89% |
19.11.2024 | 0.24% | 24.91 CHF | 24.94 CHF | 18'000 | 18'000 | 8'259 | 8'259 | 206'091 CHF | 206'478 CHF | 95.08% | 95.08% |
18.11.2024 | 0.24% | 24.45 CHF | 24.48 CHF | 18'000 | 18'000 | 8'386 | 8'386 | 197'006 CHF | 197'382 CHF | 99.47% | 99.47% |
15.11.2024 | 0.23% | 22.23 CHF | 22.26 CHF | 20'000 | 20'000 | 8'962 | 8'962 | 194'333 CHF | 194'701 CHF | 97.89% | 97.89% |
14.11.2024 | 0.22% | 21.20 CHF | 21.23 CHF | 20'000 | 20'000 | 9'022 | 9'022 | 199'879 CHF | 200'248 CHF | 93.75% | 93.75% |
13.11.2024 | 0.28% | 24.72 CHF | 24.74 CHF | 18'000 | 18'000 | 8'492 | 8'492 | 207'694 CHF | 208'119 CHF | 83.85% | 83.85% |
12.11.2024 | 0.22% | 23.62 CHF | 23.64 CHF | 19'000 | 19'000 | 9'811 | 9'811 | 244'057 CHF | 244'455 CHF | 67.17% | 67.17% |
11.11.2024 | 0.15% | 24.76 CHF | 24.78 CHF | 18'000 | 18'000 | 9'198 | 9'198 | 221'284 CHF | 221'554 CHF | 79.08% | 79.08% |