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 | 0.50% | 158.80 CHF | 159.60 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 795'347 CHF | 799'347 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 160.70 CHF | 161.50 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 802'876 CHF | 806'876 CHF | 99.38% | 99.38% |
18.11.2024 | 0.48% | 164.40 CHF | 165.20 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 827'633 CHF | 831'633 CHF | 99.37% | 99.37% |
15.11.2024 | 0.49% | 165.10 CHF | 165.90 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 820'705 CHF | 824'705 CHF | 99.38% | 99.38% |
14.11.2024 | 0.50% | 162.20 CHF | 163.00 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 800'833 CHF | 804'833 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 157.60 CHF | 158.40 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 783'464 CHF | 787'464 CHF | 99.38% | 99.38% |
12.11.2024 | 0.51% | 155.00 CHF | 155.80 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 781'140 CHF | 785'140 CHF | 99.38% | 99.38% |
11.11.2024 | 0.49% | 161.50 CHF | 162.30 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 806'997 CHF | 810'997 CHF | 99.38% | 99.38% |
08.11.2024 | 0.49% | 159.30 CHF | 160.10 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 813'080 CHF | 817'080 CHF | 99.34% | 99.34% |
07.11.2024 | 0.52% | 174.40 CHF | 175.30 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 868'555 CHF | 873'055 CHF | 98.80% | 98.80% |