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% | 17,87 CHF | 17,88 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 526 540 CHF | 4 529 040 CHF | 100,00% | 100,00% |
19/11/2024 | 0,06% | 17,94 CHF | 17,95 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 460 240 CHF | 4 462 740 CHF | 100,00% | 100,00% |
18/11/2024 | 0,05% | 18,27 CHF | 18,28 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 566 400 CHF | 4 568 900 CHF | 100,00% | 100,00% |
15/11/2024 | 0,05% | 18,33 CHF | 18,34 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 607 610 CHF | 4 610 110 CHF | 100,00% | 100,00% |
14/11/2024 | 0,05% | 18,50 CHF | 18,51 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 604 360 CHF | 4 606 860 CHF | 100,00% | 100,00% |
13/11/2024 | 0,06% | 17,89 CHF | 17,90 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 499 490 CHF | 4 501 990 CHF | 100,00% | 100,00% |
12/11/2024 | 0,05% | 18,02 CHF | 18,03 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 607 580 CHF | 4 610 080 CHF | 100,00% | 100,00% |
11/11/2024 | 0,05% | 18,87 CHF | 18,88 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 723 430 CHF | 4 725 930 CHF | 100,00% | 100,00% |
08/11/2024 | 0,05% | 18,42 CHF | 18,43 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 623 410 CHF | 4 625 910 CHF | 100,00% | 100,00% |
07/11/2024 | 0,05% | 18,83 CHF | 18,84 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 677 470 CHF | 4 679 970 CHF | 99,42% | 99,42% |