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% | 74.35 CHF | 74.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'864'500 CHF | 1'873'680 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 74.45 CHF | 74.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'868'260 CHF | 1'877'380 CHF | 99.38% | 99.38% |
18.11.2024 | 0.52% | 76.55 CHF | 76.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'908'810 CHF | 1'918'810 CHF | 98.94% | 98.94% |
15.11.2024 | 0.52% | 75.65 CHF | 76.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'906'440 CHF | 1'916'440 CHF | 99.34% | 99.34% |
14.11.2024 | 0.52% | 77.05 CHF | 77.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'912'930 CHF | 1'922'930 CHF | 99.38% | 99.38% |
13.11.2024 | 0.53% | 75.60 CHF | 76.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'891'040 CHF | 1'901'040 CHF | 65.04% | 65.04% |
12.11.2024 | 0.52% | 75.85 CHF | 76.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'905'500 CHF | 1'915'510 CHF | 99.16% | 99.16% |
11.11.2024 | 0.51% | 77.20 CHF | 77.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'939'970 CHF | 1'949'960 CHF | 99.38% | 99.38% |
08.11.2024 | 0.51% | 77.30 CHF | 77.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'937'090 CHF | 1'947'090 CHF | 99.38% | 99.38% |
07.11.2024 | 0.51% | 77.85 CHF | 78.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'954'480 CHF | 1'964'480 CHF | 98.57% | 98.57% |