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% | 17,40 CHF | 17,41 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 409 750 CHF | 4 412 250 CHF | 100,00% | 100,00% |
19/11/2024 | 0,06% | 17,47 CHF | 17,48 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 343 580 CHF | 4 346 080 CHF | 100,00% | 100,00% |
18/11/2024 | 0,06% | 17,81 CHF | 17,82 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 449 360 CHF | 4 451 860 CHF | 100,00% | 100,00% |
15/11/2024 | 0,06% | 17,86 CHF | 17,87 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 490 430 CHF | 4 492 930 CHF | 100,00% | 100,00% |
14/11/2024 | 0,06% | 18,03 CHF | 18,04 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 487 350 CHF | 4 489 850 CHF | 100,00% | 100,00% |
13/11/2024 | 0,06% | 17,42 CHF | 17,43 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 382 460 CHF | 4 384 960 CHF | 100,00% | 100,00% |
12/11/2024 | 0,06% | 17,55 CHF | 17,56 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 490 700 CHF | 4 493 200 CHF | 100,00% | 100,00% |
11/11/2024 | 0,05% | 18,40 CHF | 18,41 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 606 350 CHF | 4 608 850 CHF | 100,00% | 100,00% |
08/11/2024 | 0,06% | 17,95 CHF | 17,96 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 506 200 CHF | 4 508 700 CHF | 100,00% | 100,00% |
07/11/2024 | 0,05% | 18,36 CHF | 18,37 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 559 860 CHF | 4 562 360 CHF | 99,42% | 99,42% |