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 | 0.40% | 501.49 CHF | 503.51 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 501'949 CHF | 503'964 CHF | 100.00% | 100.00% |
19.11.2024 | 0.22% | 498.49 CHF | 500.51 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 496'842 CHF | 497'946 CHF | 100.00% | 100.00% |
18.11.2024 | 0.24% | 497.49 CHF | 498.51 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 497'298 CHF | 498'506 CHF | 100.00% | 100.00% |
15.11.2024 | 0.39% | 498.49 CHF | 499.51 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 510'280 CHF | 512'283 CHF | 100.00% | 100.00% |
14.11.2024 | 0.38% | 525.49 CHF | 527.51 CHF | 900 | 900 | 899 | 899 | 472'527 CHF | 474'339 CHF | 100.00% | 100.00% |
13.11.2024 | 0.38% | 525.49 CHF | 527.51 CHF | 900 | 900 | 947 | 947 | 495'716 CHF | 497'624 CHF | 100.00% | 100.00% |
12.11.2024 | 0.38% | 527.49 CHF | 529.51 CHF | 900 | 900 | 903 | 903 | 476'169 CHF | 477'990 CHF | 100.00% | 100.00% |
11.11.2024 | 0.38% | 524.49 CHF | 526.51 CHF | 900 | 900 | 908 | 908 | 476'932 CHF | 478'761 CHF | 100.00% | 100.00% |
08.11.2024 | 0.39% | 521.49 CHF | 523.51 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 520'175 CHF | 522'190 CHF | 100.00% | 100.00% |
07.11.2024 | 0.39% | 520.49 CHF | 522.51 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 517'909 CHF | 519'924 CHF | 99.76% | 99.76% |