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% |