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% | 17,98 CHF | 17,99 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 073 550 CHF | 4 075 800 CHF | 100,00% | 100,00% |
19/11/2024 | 0,06% | 17,93 CHF | 17,94 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 028 320 CHF | 4 030 570 CHF | 99,99% | 99,99% |
18/11/2024 | 0,06% | 18,21 CHF | 18,22 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 088 360 CHF | 4 090 610 CHF | 99,54% | 99,54% |
15/11/2024 | 0,05% | 18,31 CHF | 18,32 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 132 640 CHF | 4 134 890 CHF | 100,00% | 100,00% |
14/11/2024 | 0,05% | 18,70 CHF | 18,71 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 228 510 CHF | 4 230 760 CHF | 100,00% | 100,00% |
13/11/2024 | 0,05% | 18,71 CHF | 18,72 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 172 920 CHF | 4 175 170 CHF | 100,00% | 100,00% |
12/11/2024 | 0,05% | 18,75 CHF | 18,76 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 243 710 CHF | 4 245 960 CHF | 100,00% | 100,00% |
11/11/2024 | 0,05% | 18,89 CHF | 18,90 CHF | 225 000 | 225 000 | 224 969 | 224 969 | 4 223 810 CHF | 4 226 060 CHF | 99,48% | 99,48% |
08/11/2024 | 0,05% | 18,51 CHF | 18,52 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 108 570 CHF | 4 110 820 CHF | 100,00% | 100,00% |
07/11/2024 | 0,05% | 18,19 CHF | 18,20 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 122 420 CHF | 4 124 670 CHF | 99,67% | 99,67% |