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% | 24.63 CHF | 24.88 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 371'366 CHF | 375'116 CHF | 100.00% | 100.00% |
19.11.2024 | 1.01% | 24.59 CHF | 24.84 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 368'668 CHF | 372'418 CHF | 100.00% | 100.00% |
18.11.2024 | 1.01% | 24.73 CHF | 24.98 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 370'296 CHF | 374'046 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 24.68 CHF | 24.93 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 371'955 CHF | 375'705 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 24.97 CHF | 25.22 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 374'509 CHF | 378'259 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 24.83 CHF | 25.08 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 372'620 CHF | 376'370 CHF | 100.00% | 100.00% |
12.11.2024 | 1.00% | 24.82 CHF | 25.07 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 374'959 CHF | 378'709 CHF | 100.00% | 100.00% |
11.11.2024 | 0.99% | 25.12 CHF | 25.37 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 376'323 CHF | 380'073 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 24.86 CHF | 25.11 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 373'648 CHF | 377'398 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 25.02 CHF | 25.27 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 374'260 CHF | 378'010 CHF | 100.00% | 100.00% |