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% | 18.04 CHF | 18.05 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'570'140 CHF | 4'572'640 CHF | 100.00% | 100.00% |
19.11.2024 | 0.06% | 18.11 CHF | 18.12 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'503'800 CHF | 4'506'300 CHF | 100.00% | 100.00% |
18.11.2024 | 0.05% | 18.45 CHF | 18.46 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'610'060 CHF | 4'612'560 CHF | 100.00% | 100.00% |
15.11.2024 | 0.05% | 18.50 CHF | 18.51 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'651'370 CHF | 4'653'870 CHF | 100.00% | 100.00% |
14.11.2024 | 0.05% | 18.67 CHF | 18.68 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'648'020 CHF | 4'650'520 CHF | 100.00% | 100.00% |
13.11.2024 | 0.06% | 18.06 CHF | 18.07 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'543'200 CHF | 4'545'700 CHF | 100.00% | 100.00% |
12.11.2024 | 0.05% | 18.19 CHF | 18.20 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'651'250 CHF | 4'653'750 CHF | 100.00% | 100.00% |
11.11.2024 | 0.05% | 19.05 CHF | 19.06 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'767'130 CHF | 4'769'630 CHF | 100.00% | 100.00% |
08.11.2024 | 0.05% | 18.60 CHF | 18.61 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'667'220 CHF | 4'669'720 CHF | 100.00% | 100.00% |
07.11.2024 | 0.05% | 19.01 CHF | 19.02 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'721'400 CHF | 4'723'900 CHF | 99.41% | 99.41% |