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% | 253.75 CHF | 255.00 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'282'740 CHF | 1'288'990 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 255.25 CHF | 256.50 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'279'960 CHF | 1'286'210 CHF | 99.37% | 99.37% |
18.11.2024 | 0.48% | 259.75 CHF | 261.00 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'305'310 CHF | 1'311'560 CHF | 98.95% | 98.95% |
15.11.2024 | 0.47% | 263.50 CHF | 264.75 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'327'110 CHF | 1'333'360 CHF | 99.36% | 99.36% |
14.11.2024 | 0.47% | 275.25 CHF | 276.75 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'365'930 CHF | 1'372'380 CHF | 99.38% | 99.38% |
13.11.2024 | 0.53% | 276.25 CHF | 277.75 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'382'960 CHF | 1'390'280 CHF | 65.04% | 65.04% |
12.11.2024 | 0.54% | 275.50 CHF | 277.00 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'384'170 CHF | 1'391'670 CHF | 99.16% | 99.16% |
11.11.2024 | 0.53% | 282.00 CHF | 283.50 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'409'320 CHF | 1'416'820 CHF | 99.38% | 99.38% |
08.11.2024 | 0.54% | 276.25 CHF | 277.75 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'391'080 CHF | 1'398'580 CHF | 99.38% | 99.38% |
07.11.2024 | 0.53% | 283.00 CHF | 284.50 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'410'360 CHF | 1'417'860 CHF | 98.56% | 98.56% |