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% | 15,43 CHF | 15,44 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 3 914 360 CHF | 3 916 860 CHF | 100,00% | 100,00% |
19/11/2024 | 0,06% | 15,49 CHF | 15,50 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 3 848 750 CHF | 3 851 250 CHF | 100,00% | 100,00% |
18/11/2024 | 0,06% | 15,82 CHF | 15,83 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 3 953 030 CHF | 3 955 530 CHF | 100,00% | 100,00% |
15/11/2024 | 0,06% | 15,88 CHF | 15,89 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 3 993 300 CHF | 3 995 800 CHF | 100,00% | 100,00% |
14/11/2024 | 0,06% | 16,04 CHF | 16,05 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 3 991 040 CHF | 3 993 540 CHF | 100,00% | 100,00% |
13/11/2024 | 0,06% | 15,44 CHF | 15,45 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 3 886 040 CHF | 3 888 540 CHF | 100,00% | 100,00% |
12/11/2024 | 0,06% | 15,57 CHF | 15,58 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 3 994 740 CHF | 3 997 240 CHF | 100,00% | 100,00% |
11/11/2024 | 0,06% | 16,42 CHF | 16,43 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 109 820 CHF | 4 112 320 CHF | 100,00% | 100,00% |
08/11/2024 | 0,06% | 15,97 CHF | 15,98 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 009 050 CHF | 4 011 550 CHF | 100,00% | 100,00% |
07/11/2024 | 0,06% | 16,37 CHF | 16,38 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 060 870 CHF | 4 063 370 CHF | 99,42% | 99,42% |