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 | 0,03% | 28,87 CHF | 28,88 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 648 310 CHF | 3 649 560 CHF | 100,00% | 100,00% |
19/11/2024 | 0,03% | 28,88 CHF | 28,89 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 592 740 CHF | 3 593 990 CHF | 100,00% | 100,00% |
18/11/2024 | 0,03% | 29,04 CHF | 29,05 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 613 160 CHF | 3 614 410 CHF | 99,54% | 99,54% |
15/11/2024 | 0,03% | 28,97 CHF | 28,98 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 657 260 CHF | 3 658 510 CHF | 100,00% | 100,00% |
14/11/2024 | 0,03% | 29,83 CHF | 29,84 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 747 670 CHF | 3 748 920 CHF | 100,00% | 100,00% |
13/11/2024 | 0,03% | 29,81 CHF | 29,82 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 710 950 CHF | 3 712 200 CHF | 100,00% | 100,00% |
12/11/2024 | 0,03% | 29,73 CHF | 29,74 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 725 590 CHF | 3 726 840 CHF | 100,00% | 100,00% |
11/11/2024 | 0,03% | 29,88 CHF | 29,89 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 738 190 CHF | 3 739 440 CHF | 100,00% | 100,00% |
08/11/2024 | 0,03% | 29,56 CHF | 29,57 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 665 560 CHF | 3 666 810 CHF | 100,00% | 100,00% |
07/11/2024 | 0,03% | 29,20 CHF | 29,21 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 642 330 CHF | 3 643 580 CHF | 99,67% | 99,67% |