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% | 23.33 CHF | 23.34 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'913'720 CHF | 5'916'220 CHF | 100.00% | 100.00% |
19.11.2024 | 0.04% | 23.37 CHF | 23.38 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'806'690 CHF | 5'809'190 CHF | 100.00% | 100.00% |
18.11.2024 | 0.04% | 23.51 CHF | 23.52 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'841'360 CHF | 5'843'860 CHF | 99.56% | 99.56% |
15.11.2024 | 0.04% | 23.43 CHF | 23.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'928'470 CHF | 5'930'970 CHF | 100.00% | 100.00% |
14.11.2024 | 0.04% | 24.29 CHF | 24.30 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'108'170 CHF | 6'110'670 CHF | 100.00% | 100.00% |
13.11.2024 | 0.04% | 24.29 CHF | 24.30 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'044'760 CHF | 6'047'260 CHF | 100.00% | 100.00% |
12.11.2024 | 0.04% | 24.23 CHF | 24.24 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'076'110 CHF | 6'078'610 CHF | 100.00% | 100.00% |
11.11.2024 | 0.04% | 24.39 CHF | 24.40 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'105'210 CHF | 6'107'710 CHF | 100.00% | 100.00% |
08.11.2024 | 0.04% | 24.12 CHF | 24.13 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'972'100 CHF | 5'974'600 CHF | 100.00% | 100.00% |
07.11.2024 | 0.04% | 23.77 CHF | 23.78 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'921'770 CHF | 5'924'270 CHF | 99.67% | 99.67% |