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% | 16,31 CHF | 16,32 CHF | 40 000 | 40 000 | 39 913 | 39 913 | 662 739 CHF | 663 138 CHF | 100,00% | 100,00% |
19/11/2024 | 0,06% | 16,37 CHF | 16,38 CHF | 40 000 | 40 000 | 39 911 | 39 911 | 647 527 CHF | 647 926 CHF | 100,00% | 100,00% |
18/11/2024 | 0,06% | 16,50 CHF | 16,51 CHF | 40 000 | 40 000 | 39 911 | 39 911 | 651 918 CHF | 652 318 CHF | 98,98% | 98,98% |
15/11/2024 | 0,06% | 16,32 CHF | 16,33 CHF | 40 000 | 40 000 | 39 912 | 39 912 | 665 603 CHF | 666 002 CHF | 100,00% | 100,00% |
14/11/2024 | 0,06% | 17,22 CHF | 17,23 CHF | 40 000 | 40 000 | 39 911 | 39 911 | 690 471 CHF | 690 870 CHF | 100,00% | 100,00% |
13/11/2024 | 0,06% | 17,16 CHF | 17,17 CHF | 40 000 | 40 000 | 39 911 | 39 911 | 684 004 CHF | 684 403 CHF | 100,00% | 100,00% |
12/11/2024 | 0,06% | 17,16 CHF | 17,17 CHF | 40 000 | 40 000 | 39 911 | 39 911 | 687 360 CHF | 687 759 CHF | 100,00% | 100,00% |
11/11/2024 | 0,06% | 17,23 CHF | 17,24 CHF | 40 000 | 40 000 | 39 912 | 39 912 | 690 730 CHF | 691 130 CHF | 100,00% | 100,00% |
08/11/2024 | 0,06% | 17,07 CHF | 17,08 CHF | 40 000 | 40 000 | 39 912 | 39 912 | 678 155 CHF | 678 555 CHF | 100,00% | 100,00% |
07/11/2024 | 0,06% | 16,93 CHF | 16,94 CHF | 40 000 | 40 000 | 39 912 | 39 912 | 666 529 CHF | 666 928 CHF | 99,67% | 99,67% |