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% | 17,65 CHF | 17,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 5 300 000 CHF | 1 767 670 CHF | 99,38% | 99,38% |
19/11/2024 | 0,06% | 17,62 CHF | 17,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 5 293 200 CHF | 1 765 400 CHF | 99,38% | 99,38% |
18/11/2024 | 0,06% | 17,76 CHF | 17,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 5 343 000 CHF | 1 782 000 CHF | 96,95% | 96,95% |
15/11/2024 | 0,06% | 17,88 CHF | 17,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 5 359 590 CHF | 1 787 530 CHF | 99,38% | 99,38% |
14/11/2024 | 0,06% | 17,85 CHF | 17,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 5 378 970 CHF | 1 793 990 CHF | 99,37% | 99,37% |
13/11/2024 | 0,06% | 17,78 CHF | 17,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 5 314 400 CHF | 1 772 470 CHF | 96,85% | 96,85% |
12/11/2024 | 0,06% | 17,71 CHF | 17,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 5 309 040 CHF | 1 770 680 CHF | 96,88% | 96,88% |
11/11/2024 | 0,06% | 17,61 CHF | 17,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 5 250 160 CHF | 1 751 050 CHF | 99,35% | 99,35% |
08/11/2024 | 0,06% | 17,34 CHF | 17,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 5 193 710 CHF | 1 732 240 CHF | 99,27% | 99,27% |
07/11/2024 | 0,06% | 17,26 CHF | 17,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 5 205 300 CHF | 1 736 100 CHF | 98,69% | 98,69% |