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% | 251.00 CHF | 252.25 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'268'020 CHF | 1'274'270 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 252.50 CHF | 253.75 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'265'560 CHF | 1'271'810 CHF | 99.37% | 99.37% |
18.11.2024 | 0.48% | 256.50 CHF | 257.75 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'289'260 CHF | 1'295'510 CHF | 98.94% | 98.94% |
15.11.2024 | 0.48% | 259.75 CHF | 261.00 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'309'130 CHF | 1'315'380 CHF | 99.36% | 99.36% |
14.11.2024 | 0.46% | 271.00 CHF | 272.25 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'345'020 CHF | 1'351'270 CHF | 99.38% | 99.38% |
13.11.2024 | 0.47% | 272.00 CHF | 273.25 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'361'120 CHF | 1'367'580 CHF | 65.04% | 65.04% |
12.11.2024 | 0.46% | 271.25 CHF | 272.50 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'362'590 CHF | 1'368'860 CHF | 99.16% | 99.16% |
11.11.2024 | 0.54% | 277.25 CHF | 278.75 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'385'730 CHF | 1'393'230 CHF | 99.38% | 99.38% |
08.11.2024 | 0.48% | 272.25 CHF | 273.50 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'369'370 CHF | 1'375'930 CHF | 99.37% | 99.37% |
07.11.2024 | 0.54% | 278.25 CHF | 279.75 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'386'980 CHF | 1'394'470 CHF | 98.56% | 98.56% |