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 | 0.47% | 74.00 CHF | 74.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'856'150 CHF | 1'864'900 CHF | 99.38% | 99.38% |
19.11.2024 | 0.48% | 74.10 CHF | 74.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'859'260 CHF | 1'868'170 CHF | 99.37% | 99.37% |
18.11.2024 | 0.53% | 76.00 CHF | 76.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'897'060 CHF | 1'907'060 CHF | 98.94% | 98.94% |
15.11.2024 | 0.53% | 75.25 CHF | 75.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'894'680 CHF | 1'904'680 CHF | 99.36% | 99.36% |
14.11.2024 | 0.52% | 76.50 CHF | 76.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'901'330 CHF | 1'911'330 CHF | 99.37% | 99.37% |
13.11.2024 | 0.53% | 75.25 CHF | 75.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'881'030 CHF | 1'891'030 CHF | 65.05% | 65.05% |
12.11.2024 | 0.53% | 75.45 CHF | 75.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'894'740 CHF | 1'904'740 CHF | 99.16% | 99.16% |
11.11.2024 | 0.52% | 76.70 CHF | 77.10 CHF | 25'000 | 25'000 | 24'999 | 25'000 | 1'926'650 CHF | 1'936'720 CHF | 99.38% | 99.38% |
08.11.2024 | 0.52% | 76.75 CHF | 77.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'923'860 CHF | 1'933'860 CHF | 99.37% | 99.37% |
07.11.2024 | 0.51% | 77.30 CHF | 77.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'939'420 CHF | 1'949'420 CHF | 98.56% | 98.56% |