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 | 0.49% | 248.60 CHF | 249.80 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 628'210 CHF | 631'324 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 250.25 CHF | 251.50 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 624'851 CHF | 627'976 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 251.00 CHF | 252.25 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 627'145 CHF | 630'270 CHF | 98.94% | 98.94% |
15.11.2024 | 0.49% | 253.00 CHF | 254.25 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 633'702 CHF | 636'826 CHF | 99.34% | 99.34% |
14.11.2024 | 0.49% | 254.75 CHF | 256.00 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 634'261 CHF | 637'386 CHF | 99.37% | 99.37% |
13.11.2024 | 0.50% | 253.50 CHF | 254.75 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 628'904 CHF | 632'029 CHF | 65.04% | 65.04% |
12.11.2024 | 0.49% | 250.75 CHF | 252.00 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 635'415 CHF | 638'540 CHF | 99.14% | 99.14% |
11.11.2024 | 0.49% | 256.00 CHF | 257.25 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 640'829 CHF | 643'954 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 254.25 CHF | 255.50 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 635'125 CHF | 638'250 CHF | 99.37% | 99.37% |
07.11.2024 | 0.49% | 254.75 CHF | 256.00 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 634'926 CHF | 638'051 CHF | 98.56% | 98.56% |