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 | 0.50% | 49.35 CHF | 49.60 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 997'298 CHF | 1'002'300 CHF | 99.17% | 99.17% |
19.11.2024 | 0.51% | 49.30 CHF | 49.55 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 981'206 CHF | 986'206 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 49.60 CHF | 49.85 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 992'054 CHF | 997'054 CHF | 99.19% | 99.19% |
15.11.2024 | 0.49% | 50.15 CHF | 50.40 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 1'008'310 CHF | 1'013'310 CHF | 99.17% | 99.17% |
14.11.2024 | 0.49% | 50.65 CHF | 50.90 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 1'011'010 CHF | 1'016'010 CHF | 99.16% | 99.16% |
13.11.2024 | 0.50% | 50.00 CHF | 50.25 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 996'572 CHF | 1'001'570 CHF | 99.17% | 99.17% |
12.11.2024 | 0.49% | 49.70 CHF | 49.95 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 1'010'310 CHF | 1'015'310 CHF | 99.17% | 99.17% |
11.11.2024 | 0.49% | 51.20 CHF | 51.45 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 1'022'310 CHF | 1'027'310 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 50.35 CHF | 50.60 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 1'006'820 CHF | 1'011'820 CHF | 99.17% | 99.17% |
07.11.2024 | 0.49% | 50.60 CHF | 50.85 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 1'011'660 CHF | 1'016'660 CHF | 99.08% | 99.08% |