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% | 73,85 CHF | 74,20 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 1 853 100 CHF | 1 861 850 CHF | 99,38% | 99,38% |
19/11/2024 | 0,48% | 73,95 CHF | 74,30 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 1 861 710 CHF | 1 870 670 CHF | 99,30% | 99,30% |
18/11/2024 | 0,51% | 79,20 CHF | 79,60 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 1 968 070 CHF | 1 978 070 CHF | 98,95% | 98,95% |
15/11/2024 | 0,51% | 76,75 CHF | 77,15 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 1 960 070 CHF | 1 970 070 CHF | 99,36% | 99,36% |
14/11/2024 | 0,50% | 80,70 CHF | 81,10 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 1 984 930 CHF | 1 994 930 CHF | 99,38% | 99,38% |
13/11/2024 | 0,52% | 76,85 CHF | 77,25 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 1 922 160 CHF | 1 932 160 CHF | 65,04% | 65,04% |
12/11/2024 | 0,51% | 77,65 CHF | 78,05 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 1 966 540 CHF | 1 976 540 CHF | 99,16% | 99,16% |
11/11/2024 | 0,48% | 81,70 CHF | 82,10 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 2 069 540 CHF | 2 079 540 CHF | 99,38% | 99,38% |
08/11/2024 | 0,48% | 81,75 CHF | 82,15 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 2 061 370 CHF | 2 071 380 CHF | 99,38% | 99,38% |
07/11/2024 | 0,48% | 83,55 CHF | 83,95 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 2 106 290 CHF | 2 116 400 CHF | 98,56% | 98,56% |