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% |