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 | 0.50% | 48.95 CHF | 49.20 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 988'990 CHF | 993'990 CHF | 99.17% | 99.17% |
19.11.2024 | 0.51% | 48.90 CHF | 49.15 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 973'841 CHF | 978'841 CHF | 99.17% | 99.17% |
18.11.2024 | 0.51% | 49.20 CHF | 49.45 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 983'907 CHF | 988'907 CHF | 99.20% | 99.20% |
15.11.2024 | 0.50% | 49.70 CHF | 49.95 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 999'027 CHF | 1'004'030 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 50.20 CHF | 50.45 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 1'001'470 CHF | 1'006'470 CHF | 99.16% | 99.16% |
13.11.2024 | 0.50% | 49.55 CHF | 49.80 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 987'796 CHF | 992'796 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 49.30 CHF | 49.55 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 1'000'600 CHF | 1'005'600 CHF | 99.17% | 99.17% |
11.11.2024 | 0.49% | 50.70 CHF | 50.95 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 1'012'020 CHF | 1'017'020 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 49.85 CHF | 50.10 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 997'110 CHF | 1'002'110 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 50.10 CHF | 50.35 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 1'001'870 CHF | 1'006'870 CHF | 99.08% | 99.08% |