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 | 0,07% | 14,96 CHF | 14,97 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 3 797 720 CHF | 3 800 220 CHF | 100,00% | 100,00% |
19/11/2024 | 0,07% | 15,02 CHF | 15,03 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 3 732 220 CHF | 3 734 720 CHF | 100,00% | 100,00% |
18/11/2024 | 0,07% | 15,35 CHF | 15,36 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 3 836 200 CHF | 3 838 700 CHF | 100,00% | 100,00% |
15/11/2024 | 0,06% | 15,41 CHF | 15,42 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 3 876 260 CHF | 3 878 760 CHF | 100,00% | 100,00% |
14/11/2024 | 0,06% | 15,57 CHF | 15,58 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 3 874 190 CHF | 3 876 690 CHF | 100,00% | 100,00% |
13/11/2024 | 0,07% | 14,97 CHF | 14,98 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 3 769 140 CHF | 3 771 640 CHF | 100,00% | 100,00% |
12/11/2024 | 0,06% | 15,10 CHF | 15,11 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 3 877 980 CHF | 3 880 480 CHF | 100,00% | 100,00% |
11/11/2024 | 0,06% | 15,95 CHF | 15,96 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 3 992 920 CHF | 3 995 420 CHF | 100,00% | 100,00% |
08/11/2024 | 0,06% | 15,50 CHF | 15,51 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 3 891 990 CHF | 3 894 490 CHF | 100,00% | 100,00% |
07/11/2024 | 0,06% | 15,90 CHF | 15,91 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 3 943 400 CHF | 3 945 900 CHF | 99,42% | 99,42% |