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% | 16,82 CHF | 16,83 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 264 540 CHF | 4 267 040 CHF | 100,00% | 100,00% |
19/11/2024 | 0,06% | 16,89 CHF | 16,90 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 198 530 CHF | 4 201 030 CHF | 100,00% | 100,00% |
18/11/2024 | 0,06% | 17,22 CHF | 17,23 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 303 900 CHF | 4 306 400 CHF | 100,00% | 100,00% |
15/11/2024 | 0,06% | 17,28 CHF | 17,29 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 344 680 CHF | 4 347 180 CHF | 100,00% | 100,00% |
14/11/2024 | 0,06% | 17,45 CHF | 17,46 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 341 880 CHF | 4 344 380 CHF | 100,00% | 100,00% |
13/11/2024 | 0,06% | 16,84 CHF | 16,85 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 236 940 CHF | 4 239 440 CHF | 100,00% | 100,00% |
12/11/2024 | 0,06% | 16,97 CHF | 16,98 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 345 310 CHF | 4 347 810 CHF | 100,00% | 100,00% |
11/11/2024 | 0,06% | 17,82 CHF | 17,83 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 460 810 CHF | 4 463 310 CHF | 100,00% | 100,00% |
08/11/2024 | 0,06% | 17,37 CHF | 17,38 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 360 490 CHF | 4 362 990 CHF | 100,00% | 100,00% |
07/11/2024 | 0,06% | 17,78 CHF | 17,79 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 413 580 CHF | 4 416 080 CHF | 99,42% | 99,42% |