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% | 16,59 CHF | 16,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 1 650 640 CHF | 1 651 640 CHF | 100,00% | 100,00% |
19/11/2024 | 0,07% | 16,57 CHF | 16,58 CHF | 100 000 | 100 000 | 98 650 | 98 650 | 1 651 910 CHF | 1 652 930 CHF | 100,00% | 100,00% |
18/11/2024 | 0,06% | 16,73 CHF | 16,74 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 1 642 840 CHF | 1 643 840 CHF | 100,00% | 100,00% |
15/11/2024 | 0,08% | 16,16 CHF | 16,17 CHF | 100 000 | 100 000 | 98 303 | 98 303 | 1 591 900 CHF | 1 592 920 CHF | 100,00% | 100,00% |
14/11/2024 | 0,07% | 16,05 CHF | 16,06 CHF | 100 000 | 100 000 | 99 349 | 99 349 | 1 563 410 CHF | 1 564 420 CHF | 99,30% | 99,30% |
13/11/2024 | 0,07% | 16,27 CHF | 16,28 CHF | 100 000 | 100 000 | 99 418 | 99 418 | 1 628 930 CHF | 1 629 940 CHF | 96,48% | 96,48% |
12/11/2024 | 0,06% | 16,09 CHF | 16,10 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 1 600 500 CHF | 1 601 500 CHF | 100,00% | 100,00% |
11/11/2024 | 0,06% | 15,98 CHF | 15,99 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 1 649 760 CHF | 1 650 760 CHF | 99,99% | 99,99% |
08/11/2024 | 0,06% | 16,68 CHF | 16,69 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 1 676 890 CHF | 1 677 890 CHF | 100,00% | 100,00% |
07/11/2024 | 0,06% | 17,00 CHF | 17,01 CHF | 100 000 | 100 000 | 99 694 | 99 694 | 1 662 210 CHF | 1 663 210 CHF | 99,92% | 99,92% |