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 | 0.04% | 22.50 CHF | 22.51 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 2'843'480 CHF | 2'844'730 CHF | 100.00% | 100.00% |
19.11.2024 | 0.04% | 22.58 CHF | 22.59 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 2'809'690 CHF | 2'810'940 CHF | 100.00% | 100.00% |
18.11.2024 | 0.04% | 22.92 CHF | 22.93 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 2'864'510 CHF | 2'865'760 CHF | 100.00% | 100.00% |
15.11.2024 | 0.04% | 22.98 CHF | 22.99 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 2'886'050 CHF | 2'887'300 CHF | 100.00% | 100.00% |
14.11.2024 | 0.04% | 23.16 CHF | 23.17 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 2'883'450 CHF | 2'884'700 CHF | 100.00% | 100.00% |
13.11.2024 | 0.04% | 22.52 CHF | 22.53 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 2'831'170 CHF | 2'832'420 CHF | 100.00% | 100.00% |
12.11.2024 | 0.04% | 22.67 CHF | 22.68 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 2'884'630 CHF | 2'885'880 CHF | 100.00% | 100.00% |
11.11.2024 | 0.04% | 23.52 CHF | 23.53 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 2'943'290 CHF | 2'944'540 CHF | 100.00% | 100.00% |
08.11.2024 | 0.04% | 23.07 CHF | 23.08 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 2'894'030 CHF | 2'895'280 CHF | 100.00% | 100.00% |
07.11.2024 | 0.04% | 23.50 CHF | 23.51 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 2'923'140 CHF | 2'924'390 CHF | 99.43% | 99.43% |