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% | 14,03 CHF | 14,04 CHF | 500 000 | 500 000 | 267 325 | 267 325 | 3 806 990 CHF | 3 809 660 CHF | 100,00% | 100,00% |
19/11/2024 | 0,07% | 14,09 CHF | 14,10 CHF | 250 000 | 250 000 | 438 835 | 438 835 | 6 131 230 CHF | 6 135 620 CHF | 100,00% | 100,00% |
18/11/2024 | 0,07% | 14,42 CHF | 14,43 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 3 602 400 CHF | 3 604 900 CHF | 100,00% | 100,00% |
15/11/2024 | 0,07% | 14,47 CHF | 14,48 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 3 642 160 CHF | 3 644 660 CHF | 100,00% | 100,00% |
14/11/2024 | 0,07% | 14,64 CHF | 14,65 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 3 640 480 CHF | 3 642 980 CHF | 100,00% | 100,00% |
13/11/2024 | 0,07% | 14,04 CHF | 14,05 CHF | 250 000 | 250 000 | 326 399 | 326 399 | 4 601 500 CHF | 4 604 770 CHF | 100,00% | 100,00% |
12/11/2024 | 0,07% | 14,17 CHF | 14,18 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 3 644 450 CHF | 3 646 950 CHF | 100,00% | 100,00% |
11/11/2024 | 0,07% | 15,02 CHF | 15,03 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 3 759 050 CHF | 3 761 550 CHF | 100,00% | 100,00% |
08/11/2024 | 0,07% | 14,56 CHF | 14,57 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 3 657 850 CHF | 3 660 350 CHF | 100,00% | 100,00% |
07/11/2024 | 0,07% | 14,96 CHF | 14,97 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 3 708 450 CHF | 3 710 950 CHF | 99,41% | 99,41% |