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% | 31,98 CHF | 31,99 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 4 037 030 CHF | 4 038 280 CHF | 100,00% | 100,00% |
19/11/2024 | 0,03% | 31,98 CHF | 31,99 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 979 870 CHF | 3 981 120 CHF | 100,00% | 100,00% |
18/11/2024 | 0,03% | 32,15 CHF | 32,16 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 4 002 580 CHF | 4 003 830 CHF | 99,55% | 99,55% |
15/11/2024 | 0,03% | 32,08 CHF | 32,09 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 4 046 270 CHF | 4 047 520 CHF | 100,00% | 100,00% |
14/11/2024 | 0,03% | 32,94 CHF | 32,95 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 4 137 140 CHF | 4 138 390 CHF | 100,00% | 100,00% |
13/11/2024 | 0,03% | 32,91 CHF | 32,92 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 4 097 650 CHF | 4 098 900 CHF | 99,94% | 99,94% |
12/11/2024 | 0,03% | 32,82 CHF | 32,83 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 4 111 390 CHF | 4 112 640 CHF | 100,00% | 100,00% |
11/11/2024 | 0,03% | 32,97 CHF | 32,98 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 4 123 690 CHF | 4 124 940 CHF | 100,00% | 100,00% |
08/11/2024 | 0,03% | 32,62 CHF | 32,63 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 4 046 950 CHF | 4 048 200 CHF | 100,00% | 100,00% |
07/11/2024 | 0,03% | 32,26 CHF | 32,27 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 4 025 390 CHF | 4 026 640 CHF | 99,67% | 99,67% |