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% | 16,81 CHF | 16,82 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 810 190 CHF | 3 812 440 CHF | 100,00% | 100,00% |
19/11/2024 | 0,06% | 16,77 CHF | 16,78 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 765 730 CHF | 3 767 980 CHF | 100,00% | 100,00% |
18/11/2024 | 0,06% | 17,04 CHF | 17,05 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 824 590 CHF | 3 826 840 CHF | 99,55% | 99,55% |
15/11/2024 | 0,06% | 17,14 CHF | 17,15 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 868 650 CHF | 3 870 900 CHF | 100,00% | 100,00% |
14/11/2024 | 0,06% | 17,53 CHF | 17,54 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 964 320 CHF | 3 966 570 CHF | 100,00% | 100,00% |
13/11/2024 | 0,06% | 17,55 CHF | 17,56 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 910 670 CHF | 3 912 920 CHF | 100,00% | 100,00% |
12/11/2024 | 0,06% | 17,59 CHF | 17,60 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 981 820 CHF | 3 984 070 CHF | 100,00% | 100,00% |
11/11/2024 | 0,06% | 17,73 CHF | 17,74 CHF | 225 000 | 225 000 | 224 967 | 224 967 | 3 962 680 CHF | 3 964 930 CHF | 99,47% | 99,47% |
08/11/2024 | 0,06% | 17,36 CHF | 17,37 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 849 690 CHF | 3 851 940 CHF | 100,00% | 100,00% |
07/11/2024 | 0,06% | 17,04 CHF | 17,05 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 862 860 CHF | 3 865 120 CHF | 99,68% | 99,68% |