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 | 0.48% | 94.25 CHF | 94.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'359'070 CHF | 2'370'320 CHF | 99.38% | 99.38% |
19.11.2024 | 0.48% | 94.35 CHF | 94.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'354'260 CHF | 2'365'510 CHF | 99.37% | 99.37% |
18.11.2024 | 0.48% | 94.45 CHF | 94.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'356'240 CHF | 2'367'490 CHF | 98.94% | 98.94% |
15.11.2024 | 0.50% | 94.55 CHF | 95.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'367'530 CHF | 2'379'340 CHF | 99.34% | 99.34% |
14.11.2024 | 0.52% | 95.60 CHF | 96.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'381'350 CHF | 2'393'850 CHF | 99.38% | 99.38% |
13.11.2024 | 0.52% | 95.00 CHF | 95.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'374'070 CHF | 2'386'540 CHF | 65.04% | 65.04% |
12.11.2024 | 0.52% | 95.40 CHF | 95.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'389'220 CHF | 2'401'720 CHF | 99.14% | 99.14% |
11.11.2024 | 0.52% | 95.90 CHF | 96.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'398'840 CHF | 2'411'340 CHF | 99.37% | 99.37% |
08.11.2024 | 0.52% | 95.70 CHF | 96.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'395'120 CHF | 2'407'620 CHF | 99.37% | 99.37% |
07.11.2024 | 0.52% | 95.65 CHF | 96.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'401'040 CHF | 2'413'540 CHF | 98.56% | 98.56% |