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% | 504.50 CHF | 507.00 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'537'330 CHF | 764'948 CHF | 99.37% | 99.37% |
19.11.2024 | 0.49% | 504.50 CHF | 507.00 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'523'020 CHF | 760'655 CHF | 99.37% | 99.37% |
18.11.2024 | 0.49% | 508.00 CHF | 510.50 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'539'840 CHF | 765'703 CHF | 98.93% | 98.93% |
15.11.2024 | 0.49% | 510.50 CHF | 513.00 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'561'980 CHF | 772'343 CHF | 99.34% | 99.34% |
14.11.2024 | 0.49% | 513.00 CHF | 515.50 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'549'550 CHF | 768'615 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 504.00 CHF | 506.50 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'521'680 CHF | 760'255 CHF | 65.04% | 65.04% |
12.11.2024 | 0.49% | 507.50 CHF | 510.00 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'565'160 CHF | 773'298 CHF | 99.14% | 99.14% |
11.11.2024 | 0.49% | 510.00 CHF | 512.50 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'563'980 CHF | 772'944 CHF | 99.38% | 99.38% |
08.11.2024 | 0.49% | 507.00 CHF | 509.50 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'535'750 CHF | 764'474 CHF | 99.37% | 99.37% |
07.11.2024 | 0.49% | 510.00 CHF | 512.50 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'547'190 CHF | 767'906 CHF | 98.57% | 98.57% |