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% | 255.75 CHF | 257.00 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 517'233 CHF | 519'733 CHF | 99.38% | 99.38% |
19.11.2024 | 0.48% | 257.50 CHF | 258.75 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 516'085 CHF | 518'585 CHF | 99.37% | 99.37% |
18.11.2024 | 0.47% | 261.75 CHF | 263.00 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 525'886 CHF | 528'386 CHF | 98.94% | 98.94% |
15.11.2024 | 0.47% | 265.25 CHF | 266.50 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 534'219 CHF | 536'719 CHF | 99.36% | 99.36% |
14.11.2024 | 0.51% | 276.75 CHF | 278.25 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 549'460 CHF | 552'261 CHF | 99.38% | 99.38% |
13.11.2024 | 0.54% | 277.75 CHF | 279.25 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 556'303 CHF | 559'303 CHF | 65.04% | 65.04% |
12.11.2024 | 0.54% | 277.00 CHF | 278.50 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 556'966 CHF | 559'966 CHF | 99.16% | 99.16% |
11.11.2024 | 0.53% | 283.50 CHF | 285.00 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 567'034 CHF | 570'034 CHF | 99.38% | 99.38% |
08.11.2024 | 0.53% | 278.00 CHF | 279.50 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 559'996 CHF | 562'996 CHF | 99.38% | 99.38% |
07.11.2024 | 0.53% | 284.50 CHF | 286.00 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 567'503 CHF | 570'503 CHF | 98.56% | 98.56% |