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% | 16.10 CHF | 16.11 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'083'440 CHF | 4'085'940 CHF | 100.00% | 100.00% |
19.11.2024 | 0.06% | 16.17 CHF | 16.18 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'017'630 CHF | 4'020'130 CHF | 100.00% | 100.00% |
18.11.2024 | 0.06% | 16.50 CHF | 16.51 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'122'400 CHF | 4'124'900 CHF | 100.00% | 100.00% |
15.11.2024 | 0.06% | 16.55 CHF | 16.56 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'162'970 CHF | 4'165'470 CHF | 100.00% | 100.00% |
14.11.2024 | 0.06% | 16.72 CHF | 16.73 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'160'420 CHF | 4'162'920 CHF | 100.00% | 100.00% |
13.11.2024 | 0.06% | 16.11 CHF | 16.12 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'055'470 CHF | 4'057'970 CHF | 100.00% | 100.00% |
12.11.2024 | 0.06% | 16.25 CHF | 16.26 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'163'990 CHF | 4'166'490 CHF | 100.00% | 100.00% |
11.11.2024 | 0.06% | 17.10 CHF | 17.11 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'279'280 CHF | 4'281'780 CHF | 100.00% | 100.00% |
08.11.2024 | 0.06% | 16.64 CHF | 16.65 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'178'720 CHF | 4'181'220 CHF | 100.00% | 100.00% |
07.11.2024 | 0.06% | 17.05 CHF | 17.06 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'231'180 CHF | 4'233'680 CHF | 99.41% | 99.41% |