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% | 74.05 CHF | 74.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'858'120 CHF | 1'866'870 CHF | 99.37% | 99.37% |
19.11.2024 | 0.48% | 74.20 CHF | 74.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'861'080 CHF | 1'870'000 CHF | 99.38% | 99.38% |
18.11.2024 | 0.53% | 76.10 CHF | 76.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'898'510 CHF | 1'908'510 CHF | 98.94% | 98.94% |
15.11.2024 | 0.53% | 75.30 CHF | 75.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'896'180 CHF | 1'906'180 CHF | 99.36% | 99.36% |
14.11.2024 | 0.52% | 76.55 CHF | 76.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'902'830 CHF | 1'912'830 CHF | 99.38% | 99.38% |
13.11.2024 | 0.53% | 75.30 CHF | 75.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'882'740 CHF | 1'892'740 CHF | 65.05% | 65.05% |
12.11.2024 | 0.53% | 75.55 CHF | 75.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'896'380 CHF | 1'906'380 CHF | 99.16% | 99.16% |
11.11.2024 | 0.52% | 76.75 CHF | 77.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'928'070 CHF | 1'938'070 CHF | 99.38% | 99.38% |
08.11.2024 | 0.52% | 76.80 CHF | 77.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'925'240 CHF | 1'935'240 CHF | 99.37% | 99.37% |
07.11.2024 | 0.51% | 77.35 CHF | 77.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'940'560 CHF | 1'950'560 CHF | 98.56% | 98.56% |