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% | 15,44 CHF | 15,45 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 707 588 CHF | 708 038 CHF | 100,00% | 100,00% |
19/11/2024 | 0,07% | 15,47 CHF | 15,48 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 689 521 CHF | 689 971 CHF | 100,00% | 100,00% |
18/11/2024 | 0,06% | 15,54 CHF | 15,55 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 693 281 CHF | 693 731 CHF | 99,58% | 99,58% |
15/11/2024 | 0,06% | 15,45 CHF | 15,46 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 706 738 CHF | 707 188 CHF | 100,00% | 100,00% |
14/11/2024 | 0,06% | 16,23 CHF | 16,24 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 735 814 CHF | 736 264 CHF | 100,00% | 100,00% |
13/11/2024 | 0,06% | 16,22 CHF | 16,23 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 726 355 CHF | 726 805 CHF | 100,00% | 100,00% |
12/11/2024 | 0,06% | 16,19 CHF | 16,20 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 731 857 CHF | 732 307 CHF | 100,00% | 100,00% |
11/11/2024 | 0,06% | 16,34 CHF | 16,35 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 736 971 CHF | 737 421 CHF | 100,00% | 100,00% |
08/11/2024 | 0,06% | 16,10 CHF | 16,11 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 715 069 CHF | 715 519 CHF | 100,00% | 100,00% |
07/11/2024 | 0,06% | 15,80 CHF | 15,81 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 706 891 CHF | 707 341 CHF | 99,67% | 99,67% |