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% | 72.05 CHF | 72.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'808'270 CHF | 1'817'020 CHF | 99.38% | 99.38% |
19.11.2024 | 0.48% | 72.20 CHF | 72.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'811'860 CHF | 1'820'610 CHF | 99.38% | 99.38% |
18.11.2024 | 0.47% | 74.20 CHF | 74.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'852'150 CHF | 1'860'900 CHF | 98.94% | 98.94% |
15.11.2024 | 0.47% | 73.40 CHF | 73.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'849'730 CHF | 1'858'480 CHF | 99.36% | 99.36% |
14.11.2024 | 0.49% | 74.75 CHF | 75.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'856'370 CHF | 1'865'490 CHF | 99.38% | 99.38% |
13.11.2024 | 0.48% | 73.40 CHF | 73.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'834'780 CHF | 1'843'530 CHF | 65.04% | 65.04% |
12.11.2024 | 0.47% | 73.60 CHF | 73.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'849'200 CHF | 1'857'950 CHF | 99.16% | 99.16% |
11.11.2024 | 0.53% | 74.90 CHF | 75.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'882'420 CHF | 1'892'410 CHF | 99.38% | 99.38% |
08.11.2024 | 0.53% | 74.95 CHF | 75.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'879'750 CHF | 1'889'750 CHF | 99.38% | 99.38% |
07.11.2024 | 0.53% | 75.50 CHF | 75.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'895'450 CHF | 1'905'450 CHF | 98.56% | 98.56% |