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% | 19.84 CHF | 19.85 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'040'550 CHF | 5'043'050 CHF | 100.00% | 100.00% |
19.11.2024 | 0.05% | 19.90 CHF | 19.91 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'936'120 CHF | 4'938'620 CHF | 99.98% | 99.98% |
18.11.2024 | 0.05% | 20.02 CHF | 20.03 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'966'980 CHF | 4'969'480 CHF | 99.55% | 99.55% |
15.11.2024 | 0.05% | 19.93 CHF | 19.94 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'053'350 CHF | 5'055'850 CHF | 100.00% | 100.00% |
14.11.2024 | 0.05% | 20.79 CHF | 20.80 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'232'290 CHF | 5'234'790 CHF | 100.00% | 100.00% |
13.11.2024 | 0.05% | 20.81 CHF | 20.82 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'175'180 CHF | 5'177'680 CHF | 100.00% | 100.00% |
12.11.2024 | 0.05% | 20.75 CHF | 20.76 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'207'870 CHF | 5'210'370 CHF | 100.00% | 100.00% |
11.11.2024 | 0.05% | 20.92 CHF | 20.93 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'239'390 CHF | 5'241'890 CHF | 100.00% | 100.00% |
08.11.2024 | 0.05% | 20.68 CHF | 20.69 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'113'900 CHF | 5'116'400 CHF | 100.00% | 100.00% |
07.11.2024 | 0.05% | 20.34 CHF | 20.35 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'061'110 CHF | 5'063'610 CHF | 99.68% | 99.68% |