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% | 16,59 CHF | 16,60 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 206 130 CHF | 4 208 630 CHF | 100,00% | 100,00% |
19/11/2024 | 0,06% | 16,66 CHF | 16,67 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 140 190 CHF | 4 142 690 CHF | 100,00% | 100,00% |
18/11/2024 | 0,06% | 16,99 CHF | 17,00 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 245 350 CHF | 4 247 850 CHF | 100,00% | 100,00% |
15/11/2024 | 0,06% | 17,04 CHF | 17,05 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 286 080 CHF | 4 288 580 CHF | 100,00% | 100,00% |
14/11/2024 | 0,06% | 17,21 CHF | 17,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 283 340 CHF | 4 285 840 CHF | 100,00% | 100,00% |
13/11/2024 | 0,06% | 16,60 CHF | 16,61 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 178 430 CHF | 4 180 930 CHF | 100,00% | 100,00% |
12/11/2024 | 0,06% | 16,74 CHF | 16,75 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 286 830 CHF | 4 289 330 CHF | 100,00% | 100,00% |
11/11/2024 | 0,06% | 17,59 CHF | 17,60 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 402 270 CHF | 4 404 770 CHF | 100,00% | 100,00% |
08/11/2024 | 0,06% | 17,14 CHF | 17,15 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 301 880 CHF | 4 304 380 CHF | 100,00% | 100,00% |
07/11/2024 | 0,06% | 17,54 CHF | 17,55 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 354 770 CHF | 4 357 270 CHF | 99,42% | 99,42% |