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% | 21.00 CHF | 21.01 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'330'820 CHF | 5'333'320 CHF | 100.00% | 100.00% |
19.11.2024 | 0.05% | 21.05 CHF | 21.06 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'225'480 CHF | 5'227'980 CHF | 100.00% | 100.00% |
18.11.2024 | 0.05% | 21.18 CHF | 21.19 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'257'590 CHF | 5'260'090 CHF | 99.57% | 99.57% |
15.11.2024 | 0.05% | 21.09 CHF | 21.10 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'344'290 CHF | 5'346'790 CHF | 100.00% | 100.00% |
14.11.2024 | 0.05% | 21.96 CHF | 21.97 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'523'480 CHF | 5'525'980 CHF | 100.00% | 100.00% |
13.11.2024 | 0.05% | 21.97 CHF | 21.98 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'464'240 CHF | 5'466'740 CHF | 100.00% | 100.00% |
12.11.2024 | 0.05% | 21.91 CHF | 21.92 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'496'490 CHF | 5'498'990 CHF | 100.00% | 100.00% |
11.11.2024 | 0.05% | 22.08 CHF | 22.09 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'527'230 CHF | 5'529'730 CHF | 100.00% | 100.00% |
08.11.2024 | 0.05% | 21.82 CHF | 21.83 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'399'160 CHF | 5'401'660 CHF | 100.00% | 100.00% |
07.11.2024 | 0.05% | 21.48 CHF | 21.49 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'347'270 CHF | 5'349'770 CHF | 99.68% | 99.68% |