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% | 244.90 CHF | 246.10 CHF | 2'500 | 2'000 | 2'500 | 2'000 | 618'616 CHF | 497'292 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 246.60 CHF | 247.80 CHF | 2'500 | 2'000 | 2'500 | 2'000 | 615'717 CHF | 494'974 CHF | 99.38% | 99.38% |
18.11.2024 | 0.49% | 247.20 CHF | 248.40 CHF | 2'500 | 2'000 | 2'500 | 2'000 | 617'770 CHF | 496'622 CHF | 98.94% | 98.94% |
15.11.2024 | 0.50% | 249.00 CHF | 250.25 CHF | 2'500 | 2'000 | 2'500 | 2'000 | 623'835 CHF | 501'583 CHF | 99.35% | 99.35% |
14.11.2024 | 0.50% | 250.75 CHF | 252.00 CHF | 2'500 | 2'000 | 2'500 | 2'000 | 624'330 CHF | 501'958 CHF | 99.38% | 99.38% |
13.11.2024 | 0.48% | 249.50 CHF | 250.75 CHF | 2'500 | 2'000 | 2'500 | 2'000 | 619'391 CHF | 497'917 CHF | 65.04% | 65.04% |
12.11.2024 | 0.50% | 247.10 CHF | 248.30 CHF | 2'500 | 2'000 | 2'500 | 2'000 | 625'561 CHF | 502'935 CHF | 99.14% | 99.14% |
11.11.2024 | 0.49% | 252.00 CHF | 253.25 CHF | 2'500 | 2'000 | 2'500 | 2'000 | 630'550 CHF | 506'940 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 250.25 CHF | 251.50 CHF | 2'500 | 2'000 | 2'500 | 2'000 | 625'219 CHF | 502'677 CHF | 99.37% | 99.37% |
07.11.2024 | 0.49% | 250.75 CHF | 252.00 CHF | 2'500 | 2'000 | 2'500 | 2'000 | 625'227 CHF | 502'657 CHF | 98.56% | 98.56% |