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% | 17,64 CHF | 17,65 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 468 130 CHF | 4 470 630 CHF | 100,00% | 100,00% |
19/11/2024 | 0,06% | 17,71 CHF | 17,72 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 401 910 CHF | 4 404 410 CHF | 100,00% | 100,00% |
18/11/2024 | 0,06% | 18,04 CHF | 18,05 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 507 850 CHF | 4 510 350 CHF | 100,00% | 100,00% |
15/11/2024 | 0,05% | 18,09 CHF | 18,10 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 549 000 CHF | 4 551 500 CHF | 100,00% | 100,00% |
14/11/2024 | 0,05% | 18,26 CHF | 18,27 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 545 830 CHF | 4 548 330 CHF | 100,00% | 100,00% |
13/11/2024 | 0,06% | 17,65 CHF | 17,66 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 440 980 CHF | 4 443 480 CHF | 100,00% | 100,00% |
12/11/2024 | 0,05% | 17,79 CHF | 17,80 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 549 110 CHF | 4 551 610 CHF | 100,00% | 100,00% |
11/11/2024 | 0,05% | 18,64 CHF | 18,65 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 664 900 CHF | 4 667 400 CHF | 100,00% | 100,00% |
08/11/2024 | 0,05% | 18,19 CHF | 18,20 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 564 850 CHF | 4 567 350 CHF | 100,00% | 100,00% |
07/11/2024 | 0,05% | 18,60 CHF | 18,61 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 618 650 CHF | 4 621 150 CHF | 99,42% | 99,42% |