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 | 0.51% | 96.90 CHF | 97.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'426'940 CHF | 2'439'440 CHF | 99.38% | 99.38% |
19.11.2024 | 0.52% | 97.00 CHF | 97.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'419'360 CHF | 2'431'860 CHF | 99.37% | 99.37% |
18.11.2024 | 0.51% | 97.10 CHF | 97.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'423'170 CHF | 2'435'670 CHF | 98.95% | 98.95% |
15.11.2024 | 0.51% | 97.50 CHF | 98.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'442'530 CHF | 2'455'030 CHF | 99.35% | 99.35% |
14.11.2024 | 0.51% | 98.65 CHF | 99.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'454'350 CHF | 2'466'850 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 97.85 CHF | 98.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'443'530 CHF | 2'456'030 CHF | 65.05% | 65.05% |
12.11.2024 | 0.51% | 98.20 CHF | 98.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'462'770 CHF | 2'475'270 CHF | 99.14% | 99.14% |
11.11.2024 | 0.50% | 99.10 CHF | 99.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'479'980 CHF | 2'492'480 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 98.90 CHF | 99.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'475'880 CHF | 2'488'380 CHF | 99.38% | 99.38% |
07.11.2024 | 0.50% | 98.80 CHF | 99.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'483'830 CHF | 2'496'330 CHF | 98.56% | 98.56% |