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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,20% | 25,60 CHF | 25,65 CHF | 5 000 | 5 000 | 4 981 | 4 981 | 126 537 CHF | 126 787 CHF | 99,98% | 99,98% |
20/11/2024 | 0,20% | 25,05 CHF | 25,10 CHF | 5 100 | 5 100 | 5 052 | 5 052 | 127 454 CHF | 127 707 CHF | 100,00% | 100,00% |
19/11/2024 | 0,20% | 24,80 CHF | 24,85 CHF | 5 200 | 5 200 | 5 111 | 5 111 | 126 885 CHF | 127 141 CHF | 98,90% | 98,90% |
18/11/2024 | 0,20% | 24,95 CHF | 25,00 CHF | 5 100 | 5 100 | 5 097 | 5 097 | 127 055 CHF | 127 310 CHF | 100,00% | 100,00% |
15/11/2024 | 0,20% | 24,70 CHF | 24,75 CHF | 5 200 | 5 200 | 5 250 | 5 250 | 128 219 CHF | 128 482 CHF | 71,80% | 71,80% |
14/11/2024 | 0,21% | 25,00 CHF | 25,05 CHF | 5 200 | 5 200 | 5 168 | 5 168 | 126 565 CHF | 126 824 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 25,00 CHF | 25,05 CHF | 5 100 | 5 100 | 5 108 | 5 108 | 127 613 CHF | 127 869 CHF | 99,36% | 99,36% |
12/11/2024 | 0,20% | 24,50 CHF | 24,55 CHF | 5 200 | 5 200 | 5 151 | 5 151 | 127 620 CHF | 127 878 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 25,25 CHF | 25,30 CHF | 5 100 | 5 100 | 5 052 | 5 052 | 127 909 CHF | 128 161 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 25,20 CHF | 25,25 CHF | 5 100 | 5 100 | 5 055 | 5 055 | 127 381 CHF | 127 634 CHF | 100,00% | 100,00% |