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 | 0,07% | 265,40 CHF | 265,60 CHF | 16 900 | 16 900 | 16 900 | 16 900 | 4 627 440 CHF | 4 630 820 CHF | 100,00% | 100,00% |
19/11/2024 | 0,08% | 267,60 CHF | 267,80 CHF | 17 200 | 17 200 | 17 200 | 17 200 | 4 531 980 CHF | 4 535 420 CHF | 100,00% | 100,00% |
18/11/2024 | 0,08% | 270,60 CHF | 270,80 CHF | 17 600 | 17 600 | 17 600 | 17 600 | 4 664 060 CHF | 4 667 580 CHF | 98,94% | 98,94% |
15/11/2024 | 0,07% | 264,40 CHF | 264,60 CHF | 16 300 | 16 300 | 16 300 | 16 300 | 4 511 380 CHF | 4 514 640 CHF | 99,87% | 99,87% |
14/11/2024 | 0,07% | 294,00 CHF | 294,20 CHF | 16 000 | 16 000 | 16 000 | 16 000 | 4 753 710 CHF | 4 756 910 CHF | 100,00% | 100,00% |
13/11/2024 | 0,07% | 294,40 CHF | 294,60 CHF | 15 900 | 15 900 | 15 900 | 15 900 | 4 693 450 CHF | 4 696 630 CHF | 100,00% | 100,00% |
12/11/2024 | 0,07% | 296,40 CHF | 296,60 CHF | 15 800 | 15 800 | 15 800 | 15 800 | 4 705 250 CHF | 4 708 410 CHF | 100,00% | 100,00% |
11/11/2024 | 0,07% | 298,80 CHF | 299,00 CHF | 15 700 | 15 700 | 15 700 | 15 700 | 4 735 210 CHF | 4 738 350 CHF | 100,00% | 100,00% |
08/11/2024 | 0,07% | 296,20 CHF | 296,40 CHF | 15 800 | 15 800 | 15 800 | 15 800 | 4 648 620 CHF | 4 651 780 CHF | 100,00% | 100,00% |
07/11/2024 | 0,07% | 292,00 CHF | 292,20 CHF | 16 500 | 16 500 | 16 500 | 16 500 | 4 688 560 CHF | 4 691 860 CHF | 99,68% | 99,68% |