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% | 246.50 CHF | 247.70 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'243'950 CHF | 1'250'050 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 247.90 CHF | 249.10 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'240'970 CHF | 1'247'010 CHF | 99.38% | 99.38% |
18.11.2024 | 0.49% | 251.25 CHF | 252.50 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'260'810 CHF | 1'267'060 CHF | 98.94% | 98.94% |
15.11.2024 | 0.49% | 254.00 CHF | 255.25 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'277'700 CHF | 1'283'950 CHF | 99.36% | 99.36% |
14.11.2024 | 0.48% | 263.50 CHF | 264.75 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'309'150 CHF | 1'315'400 CHF | 99.38% | 99.38% |
13.11.2024 | 0.47% | 264.25 CHF | 265.50 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'323'140 CHF | 1'329'390 CHF | 65.04% | 65.04% |
12.11.2024 | 0.47% | 263.75 CHF | 265.00 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'324'250 CHF | 1'330'500 CHF | 99.16% | 99.16% |
11.11.2024 | 0.46% | 268.75 CHF | 270.00 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'344'120 CHF | 1'350'370 CHF | 99.38% | 99.38% |
08.11.2024 | 0.47% | 264.50 CHF | 265.75 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'329'860 CHF | 1'336'110 CHF | 99.38% | 99.38% |
07.11.2024 | 0.46% | 269.50 CHF | 270.75 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'344'570 CHF | 1'350'820 CHF | 98.56% | 98.56% |