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% | 15,64 CHF | 15,65 CHF | 225 000 | 225 000 | 238 477 | 238 477 | 3 756 720 CHF | 3 759 110 CHF | 100,00% | 100,00% |
19/11/2024 | 0,06% | 15,60 CHF | 15,61 CHF | 450 000 | 450 000 | 415 678 | 415 678 | 6 465 080 CHF | 6 469 230 CHF | 99,99% | 99,99% |
18/11/2024 | 0,06% | 15,86 CHF | 15,87 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 560 850 CHF | 3 563 100 CHF | 99,55% | 99,55% |
15/11/2024 | 0,06% | 15,97 CHF | 15,98 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 604 700 CHF | 3 606 950 CHF | 100,00% | 100,00% |
14/11/2024 | 0,06% | 16,36 CHF | 16,37 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 700 140 CHF | 3 702 390 CHF | 100,00% | 100,00% |
13/11/2024 | 0,06% | 16,38 CHF | 16,39 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 648 360 CHF | 3 650 610 CHF | 100,00% | 100,00% |
12/11/2024 | 0,06% | 16,42 CHF | 16,43 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 719 940 CHF | 3 722 190 CHF | 100,00% | 100,00% |
11/11/2024 | 0,06% | 16,57 CHF | 16,58 CHF | 225 000 | 225 000 | 224 968 | 224 968 | 3 701 570 CHF | 3 703 820 CHF | 99,48% | 99,48% |
08/11/2024 | 0,06% | 16,21 CHF | 16,22 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 590 810 CHF | 3 593 060 CHF | 100,00% | 100,00% |
07/11/2024 | 0,06% | 15,89 CHF | 15,90 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 603 260 CHF | 3 605 510 CHF | 99,68% | 99,68% |