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% | 15.66 CHF | 15.67 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'972'070 CHF | 3'974'570 CHF | 100.00% | 100.00% |
19.11.2024 | 0.06% | 15.72 CHF | 15.73 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'906'400 CHF | 3'908'900 CHF | 100.00% | 100.00% |
18.11.2024 | 0.06% | 16.05 CHF | 16.06 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'010'880 CHF | 4'013'380 CHF | 100.00% | 100.00% |
15.11.2024 | 0.06% | 16.11 CHF | 16.12 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'051'200 CHF | 4'053'700 CHF | 100.00% | 100.00% |
14.11.2024 | 0.06% | 16.27 CHF | 16.28 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'048'870 CHF | 4'051'370 CHF | 100.00% | 100.00% |
13.11.2024 | 0.06% | 15.67 CHF | 15.68 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'943'850 CHF | 3'946'350 CHF | 100.00% | 100.00% |
12.11.2024 | 0.06% | 15.80 CHF | 15.81 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'052'510 CHF | 4'055'010 CHF | 100.00% | 100.00% |
11.11.2024 | 0.06% | 16.65 CHF | 16.66 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'167'690 CHF | 4'170'190 CHF | 100.00% | 100.00% |
08.11.2024 | 0.06% | 16.20 CHF | 16.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'066'970 CHF | 4'069'470 CHF | 100.00% | 100.00% |
07.11.2024 | 0.06% | 16.60 CHF | 16.61 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'119'010 CHF | 4'121'510 CHF | 99.41% | 99.41% |