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 | 0.06% | 17.89 CHF | 17.90 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'400'910 CHF | 5'403'910 CHF | 100.00% | 100.00% |
19.11.2024 | 0.06% | 17.87 CHF | 17.88 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'362'490 CHF | 5'365'490 CHF | 100.00% | 100.00% |
18.11.2024 | 0.06% | 18.10 CHF | 18.11 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'415'120 CHF | 5'418'120 CHF | 97.78% | 97.78% |
15.11.2024 | 0.06% | 18.05 CHF | 18.06 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'448'830 CHF | 5'451'830 CHF | 100.00% | 100.00% |
14.11.2024 | 0.05% | 18.42 CHF | 18.43 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'487'790 CHF | 5'490'790 CHF | 100.00% | 100.00% |
13.11.2024 | 0.05% | 18.22 CHF | 18.23 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'455'930 CHF | 5'458'930 CHF | 99.73% | 99.73% |
12.11.2024 | 0.05% | 18.23 CHF | 18.24 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'526'130 CHF | 5'529'130 CHF | 100.00% | 100.00% |
11.11.2024 | 0.05% | 18.67 CHF | 18.68 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'605'830 CHF | 5'608'830 CHF | 100.00% | 100.00% |
08.11.2024 | 0.05% | 18.45 CHF | 18.46 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'549'550 CHF | 5'552'550 CHF | 100.00% | 100.00% |
07.11.2024 | 0.05% | 18.70 CHF | 18.71 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'621'990 CHF | 5'624'990 CHF | 99.68% | 99.68% |