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 | 0.50% | 89.85 CHF | 90.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'259'100 CHF | 2'270'350 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 88.20 CHF | 88.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'199'600 CHF | 2'210'850 CHF | 99.37% | 99.37% |
18.11.2024 | 0.51% | 88.55 CHF | 89.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'206'750 CHF | 2'218'000 CHF | 98.94% | 98.94% |
15.11.2024 | 0.51% | 88.45 CHF | 88.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'219'770 CHF | 2'231'020 CHF | 99.34% | 99.34% |
14.11.2024 | 0.50% | 89.15 CHF | 89.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'231'230 CHF | 2'242'480 CHF | 99.37% | 99.37% |
13.11.2024 | 0.50% | 89.60 CHF | 90.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'241'190 CHF | 2'252'440 CHF | 65.04% | 65.04% |
12.11.2024 | 0.49% | 89.70 CHF | 90.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'269'950 CHF | 2'281'200 CHF | 99.14% | 99.14% |
11.11.2024 | 0.49% | 91.75 CHF | 92.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'294'280 CHF | 2'305'530 CHF | 99.38% | 99.38% |
08.11.2024 | 0.50% | 90.70 CHF | 91.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'259'930 CHF | 2'271'180 CHF | 99.37% | 99.37% |
07.11.2024 | 0.50% | 90.55 CHF | 91.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'265'680 CHF | 2'276'930 CHF | 98.56% | 98.56% |