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 | 0.19% | 26.90 CHF | 26.95 CHF | 55'700 | 55'700 | 56'671 | 56'672 | 1'489'170 CHF | 1'492'010 CHF | 100.00% | 100.00% |
19.11.2024 | 0.19% | 25.95 CHF | 26.00 CHF | 56'800 | 56'800 | 57'679 | 57'679 | 1'510'150 CHF | 1'513'040 CHF | 98.78% | 98.78% |
18.11.2024 | 0.07% | 25.60 CHF | 25.65 CHF | 57'800 | 57'800 | 59'831 | 59'831 | 1'498'830 CHF | 1'499'880 CHF | 100.00% | 100.00% |
15.11.2024 | 0.04% | 24.22 CHF | 24.23 CHF | 60'100 | 60'100 | 60'368 | 60'368 | 1'452'830 CHF | 1'453'440 CHF | 98.65% | 98.65% |
14.11.2024 | 0.04% | 24.18 CHF | 24.19 CHF | 60'400 | 60'400 | 58'368 | 58'368 | 1'376'510 CHF | 1'377'090 CHF | 99.79% | 99.79% |
13.11.2024 | 0.16% | 25.25 CHF | 25.26 CHF | 58'100 | 58'100 | 57'656 | 57'656 | 1'467'250 CHF | 1'469'610 CHF | 100.00% | 100.00% |
12.11.2024 | 0.08% | 25.12 CHF | 25.13 CHF | 57'600 | 57'600 | 56'542 | 56'542 | 1'423'970 CHF | 1'425'070 CHF | 100.00% | 100.00% |
11.11.2024 | 0.18% | 25.65 CHF | 25.70 CHF | 56'400 | 56'400 | 52'509 | 52'509 | 1'426'760 CHF | 1'429'380 CHF | 100.00% | 100.00% |
08.11.2024 | 0.17% | 28.55 CHF | 28.60 CHF | 52'000 | 52'000 | 51'912 | 51'912 | 1'487'810 CHF | 1'490'410 CHF | 100.00% | 100.00% |
07.11.2024 | 0.18% | 28.95 CHF | 29.00 CHF | 51'900 | 51'900 | 53'491 | 53'491 | 1'504'340 CHF | 1'507'020 CHF | 99.90% | 99.90% |