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% | 16.78 CHF | 16.79 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'254'030 CHF | 4'256'530 CHF | 100.00% | 100.00% |
19.11.2024 | 0.06% | 16.85 CHF | 16.86 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'188'060 CHF | 4'190'560 CHF | 100.00% | 100.00% |
18.11.2024 | 0.06% | 17.18 CHF | 17.19 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'293'400 CHF | 4'295'900 CHF | 100.00% | 100.00% |
15.11.2024 | 0.06% | 17.24 CHF | 17.25 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'334'160 CHF | 4'336'660 CHF | 100.00% | 100.00% |
14.11.2024 | 0.06% | 17.41 CHF | 17.42 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'331'350 CHF | 4'333'850 CHF | 100.00% | 100.00% |
13.11.2024 | 0.06% | 16.80 CHF | 16.81 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'226'430 CHF | 4'228'930 CHF | 100.00% | 100.00% |
12.11.2024 | 0.06% | 16.93 CHF | 16.94 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'334'790 CHF | 4'337'290 CHF | 100.00% | 100.00% |
11.11.2024 | 0.06% | 17.78 CHF | 17.79 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'450'320 CHF | 4'452'820 CHF | 100.00% | 100.00% |
08.11.2024 | 0.06% | 17.33 CHF | 17.34 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'349'960 CHF | 4'352'460 CHF | 100.00% | 100.00% |
07.11.2024 | 0.06% | 17.74 CHF | 17.75 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'403'000 CHF | 4'405'500 CHF | 99.41% | 99.41% |