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% | 16,61 CHF | 16,62 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 765 900 CHF | 3 768 150 CHF | 100,00% | 100,00% |
19/11/2024 | 0,06% | 16,57 CHF | 16,58 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 721 560 CHF | 3 723 810 CHF | 100,00% | 100,00% |
18/11/2024 | 0,06% | 16,84 CHF | 16,85 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 780 290 CHF | 3 782 540 CHF | 99,54% | 99,54% |
15/11/2024 | 0,06% | 16,94 CHF | 16,95 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 824 300 CHF | 3 826 550 CHF | 100,00% | 100,00% |
14/11/2024 | 0,06% | 17,33 CHF | 17,34 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 919 930 CHF | 3 922 180 CHF | 100,00% | 100,00% |
13/11/2024 | 0,06% | 17,35 CHF | 17,36 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 866 540 CHF | 3 868 790 CHF | 100,00% | 100,00% |
12/11/2024 | 0,06% | 17,39 CHF | 17,40 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 937 760 CHF | 3 940 010 CHF | 100,00% | 100,00% |
11/11/2024 | 0,06% | 17,53 CHF | 17,54 CHF | 225 000 | 225 000 | 224 970 | 224 970 | 3 918 810 CHF | 3 921 060 CHF | 99,48% | 99,48% |
08/11/2024 | 0,06% | 17,17 CHF | 17,18 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 806 040 CHF | 3 808 290 CHF | 100,00% | 100,00% |
07/11/2024 | 0,06% | 16,84 CHF | 16,85 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 819 100 CHF | 3 821 350 CHF | 99,68% | 99,68% |