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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.76% | 417.75 CHF | 421.00 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 2'087'880 CHF | 2'103'820 CHF | 99.58% | 99.58% |
20.11.2024 | 0.75% | 416.00 CHF | 419.00 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 2'080'980 CHF | 2'096'720 CHF | 98.82% | 98.82% |
19.11.2024 | 0.75% | 416.00 CHF | 419.25 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 2'080'850 CHF | 2'096'440 CHF | 99.94% | 99.94% |
18.11.2024 | 0.75% | 416.75 CHF | 419.75 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 2'082'200 CHF | 2'097'870 CHF | 97.61% | 97.61% |
15.11.2024 | 0.75% | 416.50 CHF | 419.50 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 2'080'940 CHF | 2'096'570 CHF | 98.52% | 98.52% |
14.11.2024 | 0.75% | 416.00 CHF | 419.25 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 2'078'150 CHF | 2'093'750 CHF | 99.57% | 99.57% |
13.11.2024 | 0.74% | 414.75 CHF | 417.75 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 2'073'350 CHF | 2'088'840 CHF | 98.22% | 98.22% |
12.11.2024 | 0.75% | 414.00 CHF | 417.25 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 2'073'060 CHF | 2'088'580 CHF | 99.36% | 99.36% |
11.11.2024 | 0.76% | 415.00 CHF | 418.25 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 2'074'510 CHF | 2'090'280 CHF | 95.09% | 95.09% |
08.11.2024 | 0.76% | 414.00 CHF | 417.00 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 2'069'990 CHF | 2'085'720 CHF | 54.94% | 54.94% |