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% | 16,79 CHF | 16,80 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 1 368 790 CHF | 1 369 590 CHF | 99,88% | 99,88% |
19/11/2024 | 0,06% | 16,85 CHF | 16,86 CHF | 80 000 | 80 000 | 77 847 | 77 847 | 1 300 220 CHF | 1 301 020 CHF | 99,80% | 99,80% |
18/11/2024 | 0,06% | 16,95 CHF | 16,96 CHF | 80 000 | 80 000 | 79 998 | 79 998 | 1 343 950 CHF | 1 344 750 CHF | 99,58% | 99,58% |
15/11/2024 | 0,06% | 16,84 CHF | 16,85 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 1 369 990 CHF | 1 370 790 CHF | 99,94% | 99,94% |
14/11/2024 | 0,06% | 17,71 CHF | 17,72 CHF | 80 000 | 80 000 | 79 999 | 79 999 | 1 427 170 CHF | 1 427 970 CHF | 100,00% | 100,00% |
13/11/2024 | 0,06% | 17,71 CHF | 17,72 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 1 408 540 CHF | 1 409 340 CHF | 99,98% | 99,98% |
12/11/2024 | 0,06% | 17,66 CHF | 17,67 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 1 419 160 CHF | 1 419 960 CHF | 100,00% | 100,00% |
11/11/2024 | 0,06% | 17,83 CHF | 17,84 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 1 429 640 CHF | 1 430 440 CHF | 100,00% | 100,00% |
08/11/2024 | 0,06% | 17,59 CHF | 17,60 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 1 391 920 CHF | 1 392 720 CHF | 100,00% | 100,00% |
07/11/2024 | 0,07% | 17,30 CHF | 17,32 CHF | 40 000 | 40 000 | 74 373 | 74 373 | 1 279 030 CHF | 1 279 830 CHF | 99,67% | 99,67% |