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 | 0.05% | 19.10 CHF | 19.11 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'764'240 CHF | 5'767'240 CHF | 100.00% | 100.00% |
19.11.2024 | 0.05% | 19.08 CHF | 19.09 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'725'740 CHF | 5'728'740 CHF | 100.00% | 100.00% |
18.11.2024 | 0.05% | 19.31 CHF | 19.32 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'778'320 CHF | 5'781'320 CHF | 97.77% | 97.77% |
15.11.2024 | 0.05% | 19.26 CHF | 19.27 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'811'900 CHF | 5'814'900 CHF | 100.00% | 100.00% |
14.11.2024 | 0.05% | 19.63 CHF | 19.64 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'850'820 CHF | 5'853'820 CHF | 100.00% | 100.00% |
13.11.2024 | 0.05% | 19.43 CHF | 19.44 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'818'930 CHF | 5'821'930 CHF | 99.73% | 99.73% |
12.11.2024 | 0.05% | 19.44 CHF | 19.45 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'889'060 CHF | 5'892'060 CHF | 100.00% | 100.00% |
11.11.2024 | 0.05% | 19.88 CHF | 19.89 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'968'750 CHF | 5'971'750 CHF | 100.00% | 100.00% |
08.11.2024 | 0.05% | 19.66 CHF | 19.67 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'912'290 CHF | 5'915'290 CHF | 100.00% | 100.00% |
07.11.2024 | 0.05% | 19.91 CHF | 19.92 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'984'670 CHF | 5'987'670 CHF | 99.67% | 99.67% |