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% | 22.16 CHF | 22.17 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'622'290 CHF | 5'624'790 CHF | 100.00% | 100.00% |
19.11.2024 | 0.05% | 22.21 CHF | 22.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'516'130 CHF | 5'518'630 CHF | 100.00% | 100.00% |
18.11.2024 | 0.05% | 22.34 CHF | 22.35 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'549'490 CHF | 5'551'990 CHF | 99.55% | 99.55% |
15.11.2024 | 0.04% | 22.26 CHF | 22.27 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'636'410 CHF | 5'638'910 CHF | 100.00% | 100.00% |
14.11.2024 | 0.04% | 23.12 CHF | 23.13 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'815'850 CHF | 5'818'350 CHF | 100.00% | 100.00% |
13.11.2024 | 0.04% | 23.13 CHF | 23.14 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'754'500 CHF | 5'757'000 CHF | 100.00% | 100.00% |
12.11.2024 | 0.04% | 23.07 CHF | 23.08 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'786'310 CHF | 5'788'810 CHF | 100.00% | 100.00% |
11.11.2024 | 0.04% | 23.23 CHF | 23.24 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'816'210 CHF | 5'818'710 CHF | 100.00% | 100.00% |
08.11.2024 | 0.04% | 22.97 CHF | 22.98 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'685'640 CHF | 5'688'140 CHF | 100.00% | 100.00% |
07.11.2024 | 0.04% | 22.62 CHF | 22.63 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'634'500 CHF | 5'637'000 CHF | 99.67% | 99.67% |