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% | 17.24 CHF | 17.25 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'369'690 CHF | 4'372'190 CHF | 100.00% | 100.00% |
19.11.2024 | 0.06% | 17.31 CHF | 17.32 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'303'570 CHF | 4'306'070 CHF | 100.00% | 100.00% |
18.11.2024 | 0.06% | 17.65 CHF | 17.66 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'409'230 CHF | 4'411'730 CHF | 100.00% | 100.00% |
15.11.2024 | 0.06% | 17.70 CHF | 17.71 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'450'220 CHF | 4'452'720 CHF | 100.00% | 100.00% |
14.11.2024 | 0.06% | 17.87 CHF | 17.88 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'447'230 CHF | 4'449'730 CHF | 100.00% | 100.00% |
13.11.2024 | 0.06% | 17.26 CHF | 17.27 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'342'310 CHF | 4'344'810 CHF | 100.00% | 100.00% |
12.11.2024 | 0.06% | 17.39 CHF | 17.40 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'450'590 CHF | 4'453'090 CHF | 100.00% | 100.00% |
11.11.2024 | 0.05% | 18.24 CHF | 18.25 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'566'210 CHF | 4'568'710 CHF | 100.00% | 100.00% |
08.11.2024 | 0.06% | 17.79 CHF | 17.80 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'466'010 CHF | 4'468'510 CHF | 100.00% | 100.00% |
07.11.2024 | 0.06% | 18.20 CHF | 18.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'519'510 CHF | 4'522'010 CHF | 99.42% | 99.42% |