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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28.11.2024 | 1.00% | 24.96 CHF | 25.21 CHF | 9'998 | 10'000 | 9'998 | 10'000 | 249'511 CHF | 252'057 CHF | 100.00% | 100.00% |
27.11.2024 | 1.00% | 24.83 CHF | 25.08 CHF | 10'000 | 9'998 | 10'000 | 9'999 | 247'523 CHF | 249'995 CHF | 100.00% | 100.00% |
26.11.2024 | 1.00% | 24.94 CHF | 25.19 CHF | 10'000 | 9'980 | 10'000 | 9'980 | 249'931 CHF | 251'926 CHF | 100.00% | 100.00% |
25.11.2024 | 0.99% | 25.17 CHF | 25.42 CHF | 9'990 | 10'000 | 9'990 | 10'000 | 250'700 CHF | 253'451 CHF | 99.52% | 99.52% |
22.11.2024 | 1.00% | 25.05 CHF | 25.30 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 249'396 CHF | 251'896 CHF | 100.00% | 100.00% |
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% |