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 | 0.52% | 38.20 CHF | 38.40 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 382'491 CHF | 384'491 CHF | 99.38% | 99.38% |
19.11.2024 | 0.53% | 38.05 CHF | 38.25 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 379'817 CHF | 381'817 CHF | 99.37% | 99.37% |
18.11.2024 | 0.51% | 38.65 CHF | 38.85 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 388'501 CHF | 390'501 CHF | 99.37% | 99.37% |
15.11.2024 | 0.50% | 39.25 CHF | 39.45 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 397'773 CHF | 399'773 CHF | 99.38% | 99.38% |
14.11.2024 | 0.49% | 40.45 CHF | 40.65 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 405'581 CHF | 407'581 CHF | 99.37% | 99.37% |
13.11.2024 | 0.49% | 40.80 CHF | 41.00 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 405'780 CHF | 407'780 CHF | 99.38% | 99.38% |
12.11.2024 | 0.48% | 41.15 CHF | 41.35 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 411'922 CHF | 413'922 CHF | 99.38% | 99.38% |
11.11.2024 | 0.48% | 41.65 CHF | 41.85 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 416'629 CHF | 418'629 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 41.20 CHF | 41.40 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 410'727 CHF | 412'727 CHF | 99.34% | 99.34% |
07.11.2024 | 0.49% | 40.90 CHF | 41.10 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 406'184 CHF | 408'184 CHF | 98.80% | 98.80% |