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 | 0.48% | 92.40 CHF | 92.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'316'150 CHF | 2'327'400 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 92.65 CHF | 93.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'309'890 CHF | 2'321'140 CHF | 99.37% | 99.37% |
18.11.2024 | 0.49% | 92.75 CHF | 93.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'313'100 CHF | 2'324'350 CHF | 98.94% | 98.94% |
15.11.2024 | 0.48% | 92.85 CHF | 93.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'326'360 CHF | 2'337'610 CHF | 99.35% | 99.35% |
14.11.2024 | 0.48% | 94.00 CHF | 94.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'341'430 CHF | 2'352'680 CHF | 99.37% | 99.37% |
13.11.2024 | 0.48% | 93.40 CHF | 93.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'333'360 CHF | 2'344'610 CHF | 65.04% | 65.04% |
12.11.2024 | 0.48% | 93.85 CHF | 94.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'350'700 CHF | 2'361'950 CHF | 99.16% | 99.16% |
11.11.2024 | 0.48% | 94.40 CHF | 94.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'360'330 CHF | 2'371'580 CHF | 99.37% | 99.37% |
08.11.2024 | 0.48% | 94.15 CHF | 94.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'355'580 CHF | 2'366'830 CHF | 99.37% | 99.37% |
07.11.2024 | 0.48% | 94.05 CHF | 94.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'361'980 CHF | 2'373'230 CHF | 98.56% | 98.56% |