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 | 0.48% | 72.10 CHF | 72.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'809'790 CHF | 1'818'540 CHF | 99.38% | 99.38% |
19.11.2024 | 0.48% | 72.25 CHF | 72.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'813'260 CHF | 1'822'010 CHF | 99.37% | 99.37% |
18.11.2024 | 0.47% | 74.25 CHF | 74.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'853'150 CHF | 1'861'900 CHF | 98.94% | 98.94% |
15.11.2024 | 0.47% | 73.45 CHF | 73.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'850'820 CHF | 1'859'570 CHF | 99.36% | 99.36% |
14.11.2024 | 0.49% | 74.80 CHF | 75.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'857'440 CHF | 1'866'580 CHF | 99.38% | 99.38% |
13.11.2024 | 0.48% | 73.45 CHF | 73.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'836'150 CHF | 1'844'900 CHF | 65.04% | 65.04% |
12.11.2024 | 0.47% | 73.65 CHF | 74.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'850'230 CHF | 1'858'980 CHF | 99.16% | 99.16% |
11.11.2024 | 0.53% | 74.95 CHF | 75.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'882'960 CHF | 1'892'960 CHF | 99.38% | 99.38% |
08.11.2024 | 0.53% | 74.95 CHF | 75.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'880'120 CHF | 1'890'120 CHF | 99.37% | 99.37% |
07.11.2024 | 0.53% | 75.50 CHF | 75.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'895'390 CHF | 1'905'390 CHF | 98.57% | 98.57% |