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% | 16.55 CHF | 16.56 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'196'230 CHF | 4'198'730 CHF | 100.00% | 100.00% |
19.11.2024 | 0.06% | 16.62 CHF | 16.63 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'130'280 CHF | 4'132'780 CHF | 100.00% | 100.00% |
18.11.2024 | 0.06% | 16.95 CHF | 16.96 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'235'420 CHF | 4'237'920 CHF | 100.00% | 100.00% |
15.11.2024 | 0.06% | 17.01 CHF | 17.02 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'276'120 CHF | 4'278'620 CHF | 100.00% | 100.00% |
14.11.2024 | 0.06% | 17.17 CHF | 17.18 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'273'410 CHF | 4'275'910 CHF | 100.00% | 100.00% |
13.11.2024 | 0.06% | 16.56 CHF | 16.57 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'168'480 CHF | 4'170'980 CHF | 100.00% | 100.00% |
12.11.2024 | 0.06% | 16.70 CHF | 16.71 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'276'900 CHF | 4'279'400 CHF | 100.00% | 100.00% |
11.11.2024 | 0.06% | 17.55 CHF | 17.56 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'392'340 CHF | 4'394'840 CHF | 100.00% | 100.00% |
08.11.2024 | 0.06% | 17.10 CHF | 17.11 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'291'940 CHF | 4'294'440 CHF | 100.00% | 100.00% |
07.11.2024 | 0.06% | 17.50 CHF | 17.51 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'344'790 CHF | 4'347'290 CHF | 99.42% | 99.42% |