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% | 252.00 CHF | 253.25 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'272'820 CHF | 1'279'070 CHF | 99.37% | 99.37% |
19.11.2024 | 0.49% | 253.50 CHF | 254.75 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'270'330 CHF | 1'276'580 CHF | 99.38% | 99.38% |
18.11.2024 | 0.48% | 257.50 CHF | 258.75 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'294'380 CHF | 1'300'630 CHF | 98.95% | 98.95% |
15.11.2024 | 0.47% | 261.00 CHF | 262.25 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'314'440 CHF | 1'320'690 CHF | 99.36% | 99.36% |
14.11.2024 | 0.46% | 272.25 CHF | 273.50 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'351'630 CHF | 1'357'880 CHF | 99.38% | 99.38% |
13.11.2024 | 0.48% | 273.25 CHF | 274.50 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'368'520 CHF | 1'375'160 CHF | 65.04% | 65.04% |
12.11.2024 | 0.49% | 272.75 CHF | 274.00 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'370'060 CHF | 1'376'840 CHF | 99.16% | 99.16% |
11.11.2024 | 0.54% | 279.00 CHF | 280.50 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'394'620 CHF | 1'402'120 CHF | 99.38% | 99.38% |
08.11.2024 | 0.52% | 273.75 CHF | 275.00 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'377'630 CHF | 1'384'800 CHF | 99.37% | 99.37% |
07.11.2024 | 0.54% | 280.00 CHF | 281.50 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'396'260 CHF | 1'403'760 CHF | 98.56% | 98.56% |