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% | 252.75 CHF | 254.00 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 510'592 CHF | 513'092 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 254.25 CHF | 255.50 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 509'554 CHF | 512'054 CHF | 99.37% | 99.37% |
18.11.2024 | 0.48% | 258.25 CHF | 259.50 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 518'804 CHF | 521'304 CHF | 98.94% | 98.94% |
15.11.2024 | 0.47% | 261.50 CHF | 262.75 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 526'568 CHF | 529'068 CHF | 99.36% | 99.36% |
14.11.2024 | 0.46% | 272.25 CHF | 273.50 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 540'896 CHF | 543'396 CHF | 99.38% | 99.38% |
13.11.2024 | 0.48% | 273.25 CHF | 274.50 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 547'300 CHF | 549'952 CHF | 65.04% | 65.04% |
12.11.2024 | 0.49% | 272.75 CHF | 274.00 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 547'913 CHF | 550'612 CHF | 99.16% | 99.16% |
11.11.2024 | 0.54% | 278.75 CHF | 280.25 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 557'221 CHF | 560'221 CHF | 99.38% | 99.38% |
08.11.2024 | 0.51% | 273.75 CHF | 275.00 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 550'703 CHF | 553'532 CHF | 99.37% | 99.37% |
07.11.2024 | 0.54% | 279.75 CHF | 281.25 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 557'706 CHF | 560'706 CHF | 98.56% | 98.56% |