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 | 0,05% | 18,10 CHF | 18,11 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 584 920 CHF | 4 587 420 CHF | 100,00% | 100,00% |
19/11/2024 | 0,06% | 18,17 CHF | 18,18 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 518 560 CHF | 4 521 060 CHF | 100,00% | 100,00% |
18/11/2024 | 0,05% | 18,51 CHF | 18,52 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 624 860 CHF | 4 627 360 CHF | 100,00% | 100,00% |
15/11/2024 | 0,05% | 18,56 CHF | 18,57 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 666 200 CHF | 4 668 700 CHF | 100,00% | 100,00% |
14/11/2024 | 0,05% | 18,73 CHF | 18,74 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 662 820 CHF | 4 665 320 CHF | 100,00% | 100,00% |
13/11/2024 | 0,05% | 18,12 CHF | 18,13 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 557 990 CHF | 4 560 490 CHF | 100,00% | 100,00% |
12/11/2024 | 0,05% | 18,25 CHF | 18,26 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 666 050 CHF | 4 668 550 CHF | 100,00% | 100,00% |
11/11/2024 | 0,05% | 19,11 CHF | 19,12 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 781 930 CHF | 4 784 430 CHF | 100,00% | 100,00% |
08/11/2024 | 0,05% | 18,65 CHF | 18,66 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 682 050 CHF | 4 684 550 CHF | 100,00% | 100,00% |
07/11/2024 | 0,05% | 19,07 CHF | 19,08 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 736 270 CHF | 4 738 770 CHF | 99,41% | 99,41% |