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% | 15,45 CHF | 15,46 CHF | 450 000 | 450 000 | 293 211 | 293 211 | 4 561 780 CHF | 4 564 710 CHF | 100,00% | 100,00% |
19/11/2024 | 0,06% | 15,42 CHF | 15,43 CHF | 450 000 | 450 000 | 437 120 | 437 120 | 6 721 740 CHF | 6 726 110 CHF | 100,00% | 100,00% |
18/11/2024 | 0,06% | 15,68 CHF | 15,69 CHF | 225 000 | 225 000 | 232 878 | 232 878 | 3 641 840 CHF | 3 644 170 CHF | 99,55% | 99,55% |
15/11/2024 | 0,06% | 15,78 CHF | 15,79 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 562 950 CHF | 3 565 200 CHF | 100,00% | 100,00% |
14/11/2024 | 0,06% | 16,17 CHF | 16,18 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 658 370 CHF | 3 660 620 CHF | 100,00% | 100,00% |
13/11/2024 | 0,06% | 16,19 CHF | 16,20 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 606 850 CHF | 3 609 100 CHF | 100,00% | 100,00% |
12/11/2024 | 0,06% | 16,24 CHF | 16,25 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 678 460 CHF | 3 680 700 CHF | 100,00% | 100,00% |
11/11/2024 | 0,06% | 16,38 CHF | 16,39 CHF | 225 000 | 225 000 | 224 969 | 224 969 | 3 660 250 CHF | 3 662 500 CHF | 99,46% | 99,46% |
08/11/2024 | 0,06% | 16,03 CHF | 16,04 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 549 730 CHF | 3 551 980 CHF | 100,00% | 100,00% |
07/11/2024 | 0,06% | 15,70 CHF | 15,71 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 3 562 070 CHF | 3 564 320 CHF | 99,68% | 99,68% |