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% | 17.65 CHF | 17.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 5'300'000 CHF | 1'767'670 CHF | 99.38% | 99.38% |
19.11.2024 | 0.06% | 17.62 CHF | 17.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 5'293'200 CHF | 1'765'400 CHF | 99.38% | 99.38% |
18.11.2024 | 0.06% | 17.76 CHF | 17.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 5'343'000 CHF | 1'782'000 CHF | 96.95% | 96.95% |
15.11.2024 | 0.06% | 17.88 CHF | 17.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 5'359'590 CHF | 1'787'530 CHF | 99.38% | 99.38% |
14.11.2024 | 0.06% | 17.85 CHF | 17.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 5'378'970 CHF | 1'793'990 CHF | 99.37% | 99.37% |
13.11.2024 | 0.06% | 17.78 CHF | 17.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 5'314'400 CHF | 1'772'470 CHF | 96.85% | 96.85% |
12.11.2024 | 0.06% | 17.71 CHF | 17.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 5'309'040 CHF | 1'770'680 CHF | 96.88% | 96.88% |
11.11.2024 | 0.06% | 17.61 CHF | 17.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 5'250'160 CHF | 1'751'050 CHF | 99.35% | 99.35% |
08.11.2024 | 0.06% | 17.34 CHF | 17.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 5'193'710 CHF | 1'732'240 CHF | 99.27% | 99.27% |
07.11.2024 | 0.06% | 17.26 CHF | 17.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 5'205'300 CHF | 1'736'100 CHF | 98.69% | 98.69% |