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 | 0.47% | 73.90 CHF | 74.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'855'860 CHF | 1'864'610 CHF | 99.38% | 99.38% |
19.11.2024 | 0.48% | 74.10 CHF | 74.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'860'480 CHF | 1'869'410 CHF | 99.37% | 99.37% |
18.11.2024 | 0.52% | 76.25 CHF | 76.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'901'760 CHF | 1'911'760 CHF | 98.94% | 98.94% |
15.11.2024 | 0.53% | 75.30 CHF | 75.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'899'650 CHF | 1'909'650 CHF | 99.36% | 99.36% |
14.11.2024 | 0.52% | 76.80 CHF | 77.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'906'200 CHF | 1'916'200 CHF | 99.38% | 99.38% |
13.11.2024 | 0.53% | 75.35 CHF | 75.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'883'590 CHF | 1'893'570 CHF | 65.05% | 65.05% |
12.11.2024 | 0.52% | 75.60 CHF | 76.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'900'320 CHF | 1'910'320 CHF | 99.16% | 99.16% |
11.11.2024 | 0.51% | 77.10 CHF | 77.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'938'090 CHF | 1'948'090 CHF | 99.38% | 99.38% |
08.11.2024 | 0.51% | 77.15 CHF | 77.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'937'340 CHF | 1'947'340 CHF | 99.38% | 99.38% |
07.11.2024 | 0.51% | 77.75 CHF | 78.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'953'490 CHF | 1'963'490 CHF | 98.57% | 98.57% |