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 | 0.54% | 275.00 CHF | 276.50 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'386'300 CHF | 1'393'800 CHF | 99.38% | 99.38% |
19.11.2024 | 0.54% | 276.00 CHF | 277.50 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'380'110 CHF | 1'387'600 CHF | 99.38% | 99.38% |
18.11.2024 | 0.54% | 278.50 CHF | 280.00 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'395'320 CHF | 1'402'820 CHF | 98.94% | 98.94% |
15.11.2024 | 0.53% | 280.50 CHF | 282.00 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'407'480 CHF | 1'414'980 CHF | 99.34% | 99.34% |
14.11.2024 | 0.52% | 285.75 CHF | 287.25 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'426'620 CHF | 1'434'170 CHF | 99.38% | 99.38% |
13.11.2024 | 0.52% | 286.00 CHF | 287.50 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'432'760 CHF | 1'440'260 CHF | 65.04% | 65.04% |
12.11.2024 | 0.52% | 286.25 CHF | 287.75 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'432'440 CHF | 1'439'940 CHF | 99.16% | 99.16% |
11.11.2024 | 0.52% | 288.25 CHF | 289.75 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'439'910 CHF | 1'447'410 CHF | 99.38% | 99.38% |
08.11.2024 | 0.52% | 286.25 CHF | 287.75 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'432'260 CHF | 1'439'760 CHF | 99.38% | 99.38% |
07.11.2024 | 0.52% | 288.00 CHF | 289.50 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'438'270 CHF | 1'445'770 CHF | 98.57% | 98.57% |