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% | 32,95 CHF | 32,96 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 4 158 040 CHF | 4 159 290 CHF | 100,00% | 100,00% |
19/11/2024 | 0,03% | 32,95 CHF | 32,96 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 4 101 690 CHF | 4 102 940 CHF | 99,99% | 99,99% |
18/11/2024 | 0,03% | 33,12 CHF | 33,13 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 4 123 840 CHF | 4 125 090 CHF | 99,55% | 99,55% |
15/11/2024 | 0,03% | 33,06 CHF | 33,07 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 4 168 800 CHF | 4 170 050 CHF | 100,00% | 100,00% |
14/11/2024 | 0,03% | 33,91 CHF | 33,92 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 4 258 670 CHF | 4 259 920 CHF | 100,00% | 100,00% |
13/11/2024 | 0,03% | 33,88 CHF | 33,89 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 4 218 390 CHF | 4 219 640 CHF | 99,95% | 99,95% |
12/11/2024 | 0,03% | 33,79 CHF | 33,80 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 4 233 070 CHF | 4 234 320 CHF | 100,00% | 100,00% |
11/11/2024 | 0,03% | 33,93 CHF | 33,94 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 4 243 950 CHF | 4 245 200 CHF | 100,00% | 100,00% |
08/11/2024 | 0,03% | 33,58 CHF | 33,59 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 4 166 280 CHF | 4 167 530 CHF | 100,00% | 100,00% |
07/11/2024 | 0,03% | 33,21 CHF | 33,22 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 4 145 080 CHF | 4 146 330 CHF | 99,68% | 99,68% |