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% | 17.58 CHF | 17.59 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'454'530 CHF | 4'457'030 CHF | 100.00% | 100.00% |
19.11.2024 | 0.06% | 17.65 CHF | 17.66 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'388'310 CHF | 4'390'810 CHF | 100.00% | 100.00% |
18.11.2024 | 0.06% | 17.99 CHF | 18.00 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'494'230 CHF | 4'496'730 CHF | 100.00% | 100.00% |
15.11.2024 | 0.06% | 18.04 CHF | 18.05 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'535'360 CHF | 4'537'860 CHF | 100.00% | 100.00% |
14.11.2024 | 0.06% | 18.21 CHF | 18.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'532'220 CHF | 4'534'720 CHF | 100.00% | 100.00% |
13.11.2024 | 0.06% | 17.60 CHF | 17.61 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'427'330 CHF | 4'429'830 CHF | 100.00% | 100.00% |
12.11.2024 | 0.06% | 17.73 CHF | 17.74 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'535'510 CHF | 4'538'010 CHF | 100.00% | 100.00% |
11.11.2024 | 0.05% | 18.58 CHF | 18.59 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'651'240 CHF | 4'653'740 CHF | 100.00% | 100.00% |
08.11.2024 | 0.05% | 18.13 CHF | 18.14 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'551'140 CHF | 4'553'640 CHF | 100.00% | 100.00% |
07.11.2024 | 0.05% | 18.54 CHF | 18.55 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'604'950 CHF | 4'607'450 CHF | 99.41% | 99.41% |