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 | 0.17% | 112.40 CHF | 112.60 CHF | 28'700 | 28'700 | 28'700 | 28'700 | 3'309'710 CHF | 3'315'450 CHF | 100.00% | 100.00% |
19.11.2024 | 0.18% | 113.20 CHF | 113.40 CHF | 29'000 | 29'000 | 29'000 | 29'000 | 3'242'770 CHF | 3'248'570 CHF | 100.00% | 100.00% |
18.11.2024 | 0.18% | 114.00 CHF | 114.20 CHF | 29'300 | 29'300 | 29'300 | 29'300 | 3'299'630 CHF | 3'305'490 CHF | 99.55% | 99.55% |
15.11.2024 | 0.17% | 113.00 CHF | 113.20 CHF | 28'200 | 28'200 | 28'200 | 28'200 | 3'259'970 CHF | 3'265'610 CHF | 100.00% | 100.00% |
14.11.2024 | 0.16% | 120.80 CHF | 121.00 CHF | 27'700 | 27'700 | 27'700 | 27'700 | 3'379'780 CHF | 3'385'320 CHF | 100.00% | 100.00% |
13.11.2024 | 0.17% | 121.20 CHF | 121.40 CHF | 27'700 | 27'700 | 27'700 | 27'700 | 3'333'610 CHF | 3'339'150 CHF | 100.00% | 100.00% |
12.11.2024 | 0.16% | 120.80 CHF | 121.00 CHF | 27'400 | 27'400 | 27'400 | 27'400 | 3'332'490 CHF | 3'337'970 CHF | 100.00% | 100.00% |
11.11.2024 | 0.16% | 122.60 CHF | 122.80 CHF | 27'500 | 27'500 | 27'500 | 27'500 | 3'381'120 CHF | 3'386'620 CHF | 100.00% | 100.00% |
08.11.2024 | 0.17% | 120.80 CHF | 121.00 CHF | 27'800 | 27'800 | 27'800 | 27'800 | 3'304'910 CHF | 3'310'470 CHF | 100.00% | 100.00% |
07.11.2024 | 0.17% | 117.80 CHF | 118.00 CHF | 28'400 | 28'400 | 28'400 | 28'400 | 3'316'060 CHF | 3'321'740 CHF | 99.68% | 99.68% |