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% | 30,65 CHF | 30,66 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 871 430 CHF | 3 872 680 CHF | 100,00% | 100,00% |
19/11/2024 | 0,03% | 30,66 CHF | 30,67 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 815 240 CHF | 3 816 490 CHF | 99,97% | 99,97% |
18/11/2024 | 0,03% | 30,82 CHF | 30,83 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 836 600 CHF | 3 837 850 CHF | 99,54% | 99,54% |
15/11/2024 | 0,03% | 30,76 CHF | 30,77 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 880 910 CHF | 3 882 160 CHF | 100,00% | 100,00% |
14/11/2024 | 0,03% | 31,62 CHF | 31,63 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 971 480 CHF | 3 972 730 CHF | 100,00% | 100,00% |
13/11/2024 | 0,03% | 31,59 CHF | 31,60 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 933 170 CHF | 3 934 420 CHF | 100,00% | 100,00% |
12/11/2024 | 0,03% | 31,51 CHF | 31,52 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 947 470 CHF | 3 948 720 CHF | 100,00% | 100,00% |
11/11/2024 | 0,03% | 31,65 CHF | 31,66 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 959 450 CHF | 3 960 700 CHF | 100,00% | 100,00% |
08/11/2024 | 0,03% | 31,32 CHF | 31,33 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 884 890 CHF | 3 886 140 CHF | 100,00% | 100,00% |
07/11/2024 | 0,03% | 30,96 CHF | 30,97 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 862 310 CHF | 3 863 560 CHF | 99,67% | 99,67% |