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% | 16,36 CHF | 16,37 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 147 720 CHF | 4 150 220 CHF | 100,00% | 100,00% |
19/11/2024 | 0,06% | 16,42 CHF | 16,43 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 081 850 CHF | 4 084 350 CHF | 100,00% | 100,00% |
18/11/2024 | 0,06% | 16,76 CHF | 16,77 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 186 840 CHF | 4 189 340 CHF | 100,00% | 100,00% |
15/11/2024 | 0,06% | 16,81 CHF | 16,82 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 227 470 CHF | 4 229 970 CHF | 100,00% | 100,00% |
14/11/2024 | 0,06% | 16,98 CHF | 16,99 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 224 840 CHF | 4 227 340 CHF | 100,00% | 100,00% |
13/11/2024 | 0,06% | 16,37 CHF | 16,38 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 119 890 CHF | 4 122 390 CHF | 100,00% | 100,00% |
12/11/2024 | 0,06% | 16,50 CHF | 16,51 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 228 380 CHF | 4 230 880 CHF | 100,00% | 100,00% |
11/11/2024 | 0,06% | 17,35 CHF | 17,36 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 343 710 CHF | 4 346 210 CHF | 100,00% | 100,00% |
08/11/2024 | 0,06% | 16,90 CHF | 16,91 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 243 250 CHF | 4 245 750 CHF | 100,00% | 100,00% |
07/11/2024 | 0,06% | 17,31 CHF | 17,32 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 295 930 CHF | 4 298 430 CHF | 99,42% | 99,42% |