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 | 0,07% | 15,15 CHF | 15,16 CHF | 160 000 | 160 000 | 159 655 | 159 655 | 2 464 230 CHF | 2 465 830 CHF | 100,00% | 100,00% |
19/11/2024 | 0,07% | 15,20 CHF | 15,21 CHF | 160 000 | 160 000 | 159 639 | 159 639 | 2 406 660 CHF | 2 408 260 CHF | 100,00% | 100,00% |
18/11/2024 | 0,07% | 15,34 CHF | 15,35 CHF | 160 000 | 160 000 | 159 645 | 159 645 | 2 418 780 CHF | 2 420 380 CHF | 98,98% | 98,98% |
15/11/2024 | 0,07% | 15,13 CHF | 15,14 CHF | 160 000 | 160 000 | 159 646 | 159 646 | 2 477 690 CHF | 2 479 290 CHF | 99,95% | 99,95% |
14/11/2024 | 0,06% | 16,08 CHF | 16,09 CHF | 160 000 | 160 000 | 159 651 | 159 651 | 2 584 240 CHF | 2 585 840 CHF | 100,00% | 100,00% |
13/11/2024 | 0,06% | 16,05 CHF | 16,06 CHF | 160 000 | 160 000 | 159 646 | 159 646 | 2 564 290 CHF | 2 565 890 CHF | 100,00% | 100,00% |
12/11/2024 | 0,06% | 16,09 CHF | 16,10 CHF | 160 000 | 160 000 | 159 647 | 159 647 | 2 575 770 CHF | 2 577 370 CHF | 100,00% | 100,00% |
11/11/2024 | 0,06% | 16,15 CHF | 16,16 CHF | 160 000 | 160 000 | 159 647 | 159 647 | 2 591 450 CHF | 2 593 050 CHF | 100,00% | 100,00% |
08/11/2024 | 0,06% | 16,01 CHF | 16,02 CHF | 160 000 | 160 000 | 159 648 | 159 648 | 2 544 520 CHF | 2 546 110 CHF | 100,00% | 100,00% |
07/11/2024 | 0,06% | 15,88 CHF | 15,89 CHF | 160 000 | 160 000 | 159 650 | 159 650 | 2 497 590 CHF | 2 499 190 CHF | 99,68% | 99,68% |