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 | 0.14% | 71.50 CHF | 71.60 CHF | 60'300 | 60'300 | 60'300 | 60'300 | 4'375'580 CHF | 4'381'610 CHF | 100.00% | 100.00% |
19.11.2024 | 0.14% | 71.40 CHF | 71.50 CHF | 59'800 | 59'800 | 59'800 | 59'800 | 4'258'340 CHF | 4'264'320 CHF | 100.00% | 100.00% |
18.11.2024 | 0.14% | 73.30 CHF | 73.40 CHF | 59'600 | 59'600 | 59'600 | 59'600 | 4'346'890 CHF | 4'352'850 CHF | 99.55% | 99.55% |
15.11.2024 | 0.13% | 73.90 CHF | 74.00 CHF | 58'400 | 58'400 | 58'400 | 58'400 | 4'341'110 CHF | 4'346'950 CHF | 100.00% | 100.00% |
14.11.2024 | 0.13% | 77.00 CHF | 77.10 CHF | 57'600 | 57'600 | 57'600 | 57'600 | 4'469'400 CHF | 4'475'160 CHF | 100.00% | 100.00% |
13.11.2024 | 0.13% | 77.40 CHF | 77.50 CHF | 57'700 | 57'700 | 57'700 | 57'700 | 4'391'410 CHF | 4'397'180 CHF | 100.00% | 100.00% |
12.11.2024 | 0.13% | 77.80 CHF | 77.90 CHF | 56'300 | 56'300 | 56'300 | 56'300 | 4'433'010 CHF | 4'438'640 CHF | 100.00% | 100.00% |
11.11.2024 | 0.13% | 79.10 CHF | 79.20 CHF | 57'400 | 57'400 | 57'400 | 57'400 | 4'490'260 CHF | 4'496'000 CHF | 99.46% | 99.46% |
08.11.2024 | 0.13% | 76.60 CHF | 76.70 CHF | 58'400 | 58'400 | 58'400 | 58'400 | 4'364'600 CHF | 4'370'440 CHF | 100.00% | 100.00% |
07.11.2024 | 0.13% | 74.20 CHF | 74.30 CHF | 58'300 | 58'300 | 58'300 | 58'300 | 4'372'790 CHF | 4'378'620 CHF | 99.68% | 99.68% |