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% | 16.59 CHF | 16.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'650'640 CHF | 1'651'640 CHF | 100.00% | 100.00% |
19.11.2024 | 0.07% | 16.57 CHF | 16.58 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 1'651'910 CHF | 1'652'930 CHF | 100.00% | 100.00% |
18.11.2024 | 0.06% | 16.73 CHF | 16.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'642'840 CHF | 1'643'840 CHF | 100.00% | 100.00% |
15.11.2024 | 0.08% | 16.16 CHF | 16.17 CHF | 100'000 | 100'000 | 98'303 | 98'303 | 1'591'900 CHF | 1'592'920 CHF | 100.00% | 100.00% |
14.11.2024 | 0.07% | 16.05 CHF | 16.06 CHF | 100'000 | 100'000 | 99'349 | 99'349 | 1'563'410 CHF | 1'564'420 CHF | 99.30% | 99.30% |
13.11.2024 | 0.07% | 16.27 CHF | 16.28 CHF | 100'000 | 100'000 | 99'418 | 99'418 | 1'628'930 CHF | 1'629'940 CHF | 96.48% | 96.48% |
12.11.2024 | 0.06% | 16.09 CHF | 16.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'600'500 CHF | 1'601'500 CHF | 100.00% | 100.00% |
11.11.2024 | 0.06% | 15.98 CHF | 15.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'649'760 CHF | 1'650'760 CHF | 99.99% | 99.99% |
08.11.2024 | 0.06% | 16.68 CHF | 16.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'676'890 CHF | 1'677'890 CHF | 100.00% | 100.00% |
07.11.2024 | 0.06% | 17.00 CHF | 17.01 CHF | 100'000 | 100'000 | 99'694 | 99'694 | 1'662'210 CHF | 1'663'210 CHF | 99.92% | 99.92% |