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 | 0,03% | 30,03 CHF | 30,04 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 793 870 CHF | 3 795 120 CHF | 100,00% | 100,00% |
19/11/2024 | 0,03% | 30,04 CHF | 30,05 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 737 870 CHF | 3 739 120 CHF | 100,00% | 100,00% |
18/11/2024 | 0,03% | 30,20 CHF | 30,21 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 758 910 CHF | 3 760 160 CHF | 99,54% | 99,54% |
15/11/2024 | 0,03% | 30,14 CHF | 30,15 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 803 170 CHF | 3 804 420 CHF | 100,00% | 100,00% |
14/11/2024 | 0,03% | 31,00 CHF | 31,01 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 893 650 CHF | 3 894 900 CHF | 100,00% | 100,00% |
13/11/2024 | 0,03% | 30,97 CHF | 30,98 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 855 880 CHF | 3 857 130 CHF | 100,00% | 100,00% |
12/11/2024 | 0,03% | 30,89 CHF | 30,90 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 870 320 CHF | 3 871 570 CHF | 100,00% | 100,00% |
11/11/2024 | 0,03% | 31,03 CHF | 31,04 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 882 460 CHF | 3 883 710 CHF | 100,00% | 100,00% |
08/11/2024 | 0,03% | 30,71 CHF | 30,72 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 808 590 CHF | 3 809 840 CHF | 100,00% | 100,00% |
07/11/2024 | 0,03% | 30,35 CHF | 30,36 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 785 790 CHF | 3 787 040 CHF | 99,67% | 99,67% |