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% | 17.64 CHF | 17.65 CHF | 109'600 | 109'600 | 110'019 | 110'019 | 1'909'220 CHF | 1'910'320 CHF | 99.44% | 99.44% |
19.11.2024 | 0.06% | 16.98 CHF | 16.99 CHF | 110'300 | 110'300 | 109'397 | 109'397 | 1'875'750 CHF | 1'876'850 CHF | 100.00% | 100.00% |
18.11.2024 | 0.06% | 17.20 CHF | 17.21 CHF | 108'800 | 108'800 | 109'877 | 109'877 | 1'906'210 CHF | 1'907'310 CHF | 98.77% | 98.77% |
15.11.2024 | 0.06% | 17.46 CHF | 17.47 CHF | 110'600 | 110'600 | 109'260 | 109'260 | 1'891'550 CHF | 1'892'640 CHF | 98.67% | 98.67% |
14.11.2024 | 0.06% | 17.25 CHF | 17.26 CHF | 108'400 | 108'400 | 111'761 | 111'761 | 1'960'660 CHF | 1'961'780 CHF | 100.00% | 100.00% |
13.11.2024 | 0.06% | 17.15 CHF | 17.16 CHF | 114'100 | 114'100 | 113'680 | 113'680 | 1'909'660 CHF | 1'910'800 CHF | 100.00% | 100.00% |
12.11.2024 | 0.06% | 16.79 CHF | 16.80 CHF | 113'400 | 113'400 | 114'662 | 114'662 | 1'918'920 CHF | 1'920'070 CHF | 99.81% | 99.81% |
11.11.2024 | 0.06% | 16.46 CHF | 16.47 CHF | 115'500 | 115'500 | 120'218 | 120'218 | 1'966'440 CHF | 1'967'640 CHF | 99.73% | 99.73% |
08.11.2024 | 0.06% | 15.75 CHF | 15.76 CHF | 123'400 | 123'400 | 123'519 | 123'519 | 1'908'760 CHF | 1'909'990 CHF | 99.15% | 99.15% |
07.11.2024 | 0.06% | 15.25 CHF | 15.26 CHF | 123'600 | 123'600 | 120'294 | 120'294 | 1'857'600 CHF | 1'858'810 CHF | 99.96% | 99.96% |