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 | 0.12% | 39.00 CHF | 39.05 CHF | 54'900 | 54'900 | 54'900 | 54'900 | 2'227'300 CHF | 2'230'050 CHF | 100.00% | 100.00% |
19.11.2024 | 0.13% | 39.55 CHF | 39.60 CHF | 55'900 | 55'900 | 55'900 | 55'900 | 2'168'540 CHF | 2'171'340 CHF | 100.00% | 100.00% |
18.11.2024 | 0.13% | 39.85 CHF | 39.90 CHF | 57'000 | 57'000 | 57'000 | 57'000 | 2'230'040 CHF | 2'232'890 CHF | 99.55% | 99.55% |
15.11.2024 | 0.12% | 39.35 CHF | 39.40 CHF | 53'200 | 53'200 | 53'200 | 53'200 | 2'165'280 CHF | 2'167'940 CHF | 100.00% | 100.00% |
14.11.2024 | 0.11% | 43.55 CHF | 43.60 CHF | 51'500 | 51'500 | 51'500 | 51'500 | 2'272'690 CHF | 2'275'270 CHF | 100.00% | 100.00% |
13.11.2024 | 0.12% | 43.85 CHF | 43.90 CHF | 51'600 | 51'600 | 51'600 | 51'600 | 2'238'780 CHF | 2'241'360 CHF | 100.00% | 100.00% |
12.11.2024 | 0.11% | 43.70 CHF | 43.75 CHF | 50'800 | 50'800 | 50'800 | 50'800 | 2'240'850 CHF | 2'243'390 CHF | 100.00% | 100.00% |
11.11.2024 | 0.11% | 44.65 CHF | 44.70 CHF | 50'900 | 50'900 | 50'900 | 50'900 | 2'285'110 CHF | 2'287'660 CHF | 100.00% | 100.00% |
08.11.2024 | 0.12% | 43.80 CHF | 43.85 CHF | 51'900 | 51'900 | 51'900 | 51'900 | 2'224'790 CHF | 2'227'390 CHF | 100.00% | 100.00% |
07.11.2024 | 0.12% | 42.30 CHF | 42.35 CHF | 53'800 | 53'800 | 53'800 | 53'800 | 2'242'260 CHF | 2'244'950 CHF | 99.67% | 99.67% |