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 | 0,03% | 35,19 CHF | 35,20 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 4 437 490 CHF | 4 438 740 CHF | 100,00% | 100,00% |
19/11/2024 | 0,03% | 35,17 CHF | 35,18 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 4 379 270 CHF | 4 380 520 CHF | 100,00% | 100,00% |
18/11/2024 | 0,03% | 35,35 CHF | 35,36 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 4 402 730 CHF | 4 403 980 CHF | 99,54% | 99,54% |
15/11/2024 | 0,03% | 35,30 CHF | 35,31 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 4 448 110 CHF | 4 449 360 CHF | 100,00% | 100,00% |
14/11/2024 | 0,03% | 36,15 CHF | 36,16 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 4 538 290 CHF | 4 539 540 CHF | 100,00% | 100,00% |
13/11/2024 | 0,03% | 36,10 CHF | 36,11 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 4 496 040 CHF | 4 497 290 CHF | 99,95% | 99,95% |
12/11/2024 | 0,03% | 36,00 CHF | 36,01 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 4 509 260 CHF | 4 510 510 CHF | 100,00% | 100,00% |
11/11/2024 | 0,03% | 36,14 CHF | 36,15 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 4 520 520 CHF | 4 521 760 CHF | 100,00% | 100,00% |
08/11/2024 | 0,03% | 35,78 CHF | 35,79 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 4 440 590 CHF | 4 441 840 CHF | 100,00% | 100,00% |
07/11/2024 | 0,03% | 35,40 CHF | 35,41 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 4 419 170 CHF | 4 420 420 CHF | 99,67% | 99,67% |