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 | 0.47% | 73.85 CHF | 74.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'853'100 CHF | 1'861'850 CHF | 99.38% | 99.38% |
19.11.2024 | 0.48% | 73.95 CHF | 74.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'861'710 CHF | 1'870'670 CHF | 99.30% | 99.30% |
18.11.2024 | 0.51% | 79.20 CHF | 79.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'968'070 CHF | 1'978'070 CHF | 98.95% | 98.95% |
15.11.2024 | 0.51% | 76.75 CHF | 77.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'960'070 CHF | 1'970'070 CHF | 99.36% | 99.36% |
14.11.2024 | 0.50% | 80.70 CHF | 81.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'984'930 CHF | 1'994'930 CHF | 99.38% | 99.38% |
13.11.2024 | 0.52% | 76.85 CHF | 77.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'922'160 CHF | 1'932'160 CHF | 65.04% | 65.04% |
12.11.2024 | 0.51% | 77.65 CHF | 78.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'966'540 CHF | 1'976'540 CHF | 99.16% | 99.16% |
11.11.2024 | 0.48% | 81.70 CHF | 82.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'069'540 CHF | 2'079'540 CHF | 99.38% | 99.38% |
08.11.2024 | 0.48% | 81.75 CHF | 82.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'061'370 CHF | 2'071'380 CHF | 99.38% | 99.38% |
07.11.2024 | 0.48% | 83.55 CHF | 83.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'106'290 CHF | 2'116'400 CHF | 98.56% | 98.56% |