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 | 0.52% | 64.90 CHF | 65.25 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 652'151 CHF | 655'575 CHF | 99.38% | 99.38% |
19.11.2024 | 0.47% | 63.50 CHF | 63.80 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 635'052 CHF | 638'052 CHF | 99.37% | 99.37% |
18.11.2024 | 0.48% | 63.70 CHF | 64.00 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 643'674 CHF | 646'798 CHF | 98.90% | 98.90% |
15.11.2024 | 0.49% | 65.00 CHF | 65.35 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 645'458 CHF | 648'648 CHF | 99.34% | 99.34% |
14.11.2024 | 0.47% | 64.05 CHF | 64.35 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 638'225 CHF | 641'225 CHF | 99.38% | 99.38% |
13.11.2024 | 0.48% | 62.10 CHF | 62.40 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 620'404 CHF | 623'404 CHF | 65.04% | 65.04% |
12.11.2024 | 0.47% | 62.05 CHF | 62.35 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 631'437 CHF | 634'437 CHF | 99.14% | 99.14% |
11.11.2024 | 0.47% | 63.85 CHF | 64.15 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 636'201 CHF | 639'201 CHF | 99.37% | 99.37% |
08.11.2024 | 0.47% | 63.00 CHF | 63.30 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 630'671 CHF | 633'671 CHF | 99.37% | 99.37% |
07.11.2024 | 0.47% | 63.60 CHF | 63.90 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 637'035 CHF | 640'035 CHF | 98.57% | 98.57% |