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% | 90.35 CHF | 90.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'263'040 CHF | 2'274'290 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 90.55 CHF | 91.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'258'030 CHF | 2'269'280 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 90.65 CHF | 91.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'262'270 CHF | 2'273'520 CHF | 98.94% | 98.94% |
15.11.2024 | 0.49% | 90.95 CHF | 91.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'277'020 CHF | 2'288'270 CHF | 99.34% | 99.34% |
14.11.2024 | 0.49% | 92.10 CHF | 92.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'290'090 CHF | 2'301'340 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 91.20 CHF | 91.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'279'160 CHF | 2'290'410 CHF | 65.04% | 65.04% |
12.11.2024 | 0.49% | 91.65 CHF | 92.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'297'460 CHF | 2'308'710 CHF | 99.16% | 99.16% |
11.11.2024 | 0.49% | 92.35 CHF | 92.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'310'720 CHF | 2'321'970 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 92.25 CHF | 92.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'307'020 CHF | 2'318'270 CHF | 99.37% | 99.37% |
07.11.2024 | 0.48% | 92.10 CHF | 92.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'315'700 CHF | 2'326'950 CHF | 98.56% | 98.56% |