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% | 30,62 CHF | 30,63 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 866 800 CHF | 3 868 050 CHF | 100,00% | 100,00% |
19/11/2024 | 0,03% | 30,62 CHF | 30,63 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 810 580 CHF | 3 811 830 CHF | 100,00% | 100,00% |
18/11/2024 | 0,03% | 30,79 CHF | 30,80 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 831 960 CHF | 3 833 210 CHF | 99,54% | 99,54% |
15/11/2024 | 0,03% | 30,72 CHF | 30,73 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 876 250 CHF | 3 877 500 CHF | 100,00% | 100,00% |
14/11/2024 | 0,03% | 31,58 CHF | 31,59 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 966 820 CHF | 3 968 070 CHF | 100,00% | 100,00% |
13/11/2024 | 0,03% | 31,55 CHF | 31,56 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 928 520 CHF | 3 929 770 CHF | 99,94% | 99,94% |
12/11/2024 | 0,03% | 31,47 CHF | 31,48 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 942 850 CHF | 3 944 100 CHF | 100,00% | 100,00% |
11/11/2024 | 0,03% | 31,61 CHF | 31,62 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 954 810 CHF | 3 956 060 CHF | 100,00% | 100,00% |
08/11/2024 | 0,03% | 31,28 CHF | 31,29 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 880 280 CHF | 3 881 530 CHF | 100,00% | 100,00% |
07/11/2024 | 0,03% | 30,92 CHF | 30,93 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 857 670 CHF | 3 858 920 CHF | 99,67% | 99,67% |