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% | 17.01 CHF | 17.02 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'311'880 CHF | 4'314'380 CHF | 100.00% | 100.00% |
19.11.2024 | 0.06% | 17.08 CHF | 17.09 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'245'820 CHF | 4'248'320 CHF | 100.00% | 100.00% |
18.11.2024 | 0.06% | 17.41 CHF | 17.42 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'351'330 CHF | 4'353'830 CHF | 100.00% | 100.00% |
15.11.2024 | 0.06% | 17.47 CHF | 17.48 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'392'180 CHF | 4'394'680 CHF | 100.00% | 100.00% |
14.11.2024 | 0.06% | 17.64 CHF | 17.65 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'389'300 CHF | 4'391'800 CHF | 100.00% | 100.00% |
13.11.2024 | 0.06% | 17.03 CHF | 17.04 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'284'360 CHF | 4'286'860 CHF | 100.00% | 100.00% |
12.11.2024 | 0.06% | 17.16 CHF | 17.17 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'392'690 CHF | 4'395'190 CHF | 100.00% | 100.00% |
11.11.2024 | 0.06% | 18.01 CHF | 18.02 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'508'250 CHF | 4'510'750 CHF | 100.00% | 100.00% |
08.11.2024 | 0.06% | 17.56 CHF | 17.57 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'407'990 CHF | 4'410'490 CHF | 100.00% | 100.00% |
07.11.2024 | 0.06% | 17.97 CHF | 17.98 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'461'260 CHF | 4'463'760 CHF | 99.42% | 99.42% |