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% | 17.81 CHF | 17.82 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'512'340 CHF | 4'514'840 CHF | 100.00% | 100.00% |
19.11.2024 | 0.06% | 17.88 CHF | 17.89 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'446'060 CHF | 4'448'560 CHF | 100.00% | 100.00% |
18.11.2024 | 0.05% | 18.22 CHF | 18.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'552'130 CHF | 4'554'630 CHF | 100.00% | 100.00% |
15.11.2024 | 0.05% | 18.27 CHF | 18.28 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'593'360 CHF | 4'595'860 CHF | 100.00% | 100.00% |
14.11.2024 | 0.05% | 18.44 CHF | 18.45 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'590'110 CHF | 4'592'610 CHF | 100.00% | 100.00% |
13.11.2024 | 0.06% | 17.83 CHF | 17.84 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'485'250 CHF | 4'487'750 CHF | 100.00% | 100.00% |
12.11.2024 | 0.05% | 17.96 CHF | 17.97 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'593'390 CHF | 4'595'890 CHF | 100.00% | 100.00% |
11.11.2024 | 0.05% | 18.81 CHF | 18.82 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'709'170 CHF | 4'711'670 CHF | 100.00% | 100.00% |
08.11.2024 | 0.05% | 18.36 CHF | 18.37 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'609'190 CHF | 4'611'690 CHF | 100.00% | 100.00% |
07.11.2024 | 0.05% | 18.77 CHF | 18.78 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'663'160 CHF | 4'665'660 CHF | 99.41% | 99.41% |