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% | 530.50 CHF | 533.00 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'666'060 CHF | 803'568 CHF | 99.38% | 99.38% |
19.11.2024 | 0.47% | 530.50 CHF | 533.00 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'655'690 CHF | 800'457 CHF | 99.37% | 99.37% |
18.11.2024 | 0.47% | 533.50 CHF | 536.00 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'667'690 CHF | 804'058 CHF | 98.93% | 98.93% |
15.11.2024 | 0.46% | 535.50 CHF | 538.00 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'685'960 CHF | 809'538 CHF | 99.34% | 99.34% |
14.11.2024 | 0.47% | 538.00 CHF | 540.50 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'675'760 CHF | 806'479 CHF | 99.38% | 99.38% |
13.11.2024 | 0.47% | 530.50 CHF | 533.00 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'653'220 CHF | 799'716 CHF | 65.04% | 65.04% |
12.11.2024 | 0.46% | 533.00 CHF | 535.50 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'688'830 CHF | 810'400 CHF | 99.15% | 99.15% |
11.11.2024 | 0.46% | 537.00 CHF | 539.50 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'690'800 CHF | 810'990 CHF | 99.38% | 99.38% |
08.11.2024 | 0.47% | 532.50 CHF | 535.00 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'662'760 CHF | 802'578 CHF | 99.37% | 99.37% |
07.11.2024 | 0.47% | 534.50 CHF | 537.00 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'671'610 CHF | 805'233 CHF | 98.56% | 98.56% |