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 | 0.05% | 18.27 CHF | 18.28 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'627'950 CHF | 4'630'450 CHF | 100.00% | 100.00% |
19.11.2024 | 0.05% | 18.34 CHF | 18.35 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'561'550 CHF | 4'564'050 CHF | 100.00% | 100.00% |
18.11.2024 | 0.05% | 18.68 CHF | 18.69 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'667'990 CHF | 4'670'490 CHF | 100.00% | 100.00% |
15.11.2024 | 0.05% | 18.74 CHF | 18.75 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'709'370 CHF | 4'711'870 CHF | 100.00% | 100.00% |
14.11.2024 | 0.05% | 18.91 CHF | 18.92 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'705'950 CHF | 4'708'450 CHF | 100.00% | 100.00% |
13.11.2024 | 0.05% | 18.29 CHF | 18.30 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'601'130 CHF | 4'603'630 CHF | 100.00% | 100.00% |
12.11.2024 | 0.05% | 18.43 CHF | 18.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'709'120 CHF | 4'711'620 CHF | 100.00% | 100.00% |
11.11.2024 | 0.05% | 19.28 CHF | 19.29 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'825'100 CHF | 4'827'600 CHF | 100.00% | 100.00% |
08.11.2024 | 0.05% | 18.83 CHF | 18.84 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'725'240 CHF | 4'727'740 CHF | 100.00% | 100.00% |
07.11.2024 | 0.05% | 19.24 CHF | 19.25 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'779'640 CHF | 4'782'140 CHF | 99.43% | 99.43% |