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% | 17,76 CHF | 17,77 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 024 970 CHF | 4 027 220 CHF | 100,00% | 100,00% |
19/11/2024 | 0,06% | 17,72 CHF | 17,73 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 979 870 CHF | 3 982 120 CHF | 100,00% | 100,00% |
18/11/2024 | 0,06% | 17,99 CHF | 18,00 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 039 750 CHF | 4 042 000 CHF | 99,55% | 99,55% |
15/11/2024 | 0,06% | 18,10 CHF | 18,11 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 083 980 CHF | 4 086 230 CHF | 100,00% | 100,00% |
14/11/2024 | 0,05% | 18,48 CHF | 18,49 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 179 830 CHF | 4 182 080 CHF | 100,00% | 100,00% |
13/11/2024 | 0,05% | 18,50 CHF | 18,51 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 124 560 CHF | 4 126 810 CHF | 100,00% | 100,00% |
12/11/2024 | 0,05% | 18,54 CHF | 18,55 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 195 370 CHF | 4 197 620 CHF | 100,00% | 100,00% |
11/11/2024 | 0,05% | 18,68 CHF | 18,69 CHF | 225 000 | 225 000 | 224 968 | 224 968 | 4 175 590 CHF | 4 177 840 CHF | 99,46% | 99,46% |
08/11/2024 | 0,06% | 18,30 CHF | 18,31 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 060 640 CHF | 4 062 890 CHF | 100,00% | 100,00% |
07/11/2024 | 0,06% | 17,97 CHF | 17,98 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 074 450 CHF | 4 076 700 CHF | 99,68% | 99,68% |