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% | 19,10 CHF | 19,11 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 5 764 240 CHF | 5 767 240 CHF | 100,00% | 100,00% |
19/11/2024 | 0,05% | 19,08 CHF | 19,09 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 5 725 740 CHF | 5 728 740 CHF | 100,00% | 100,00% |
18/11/2024 | 0,05% | 19,31 CHF | 19,32 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 5 778 320 CHF | 5 781 320 CHF | 97,77% | 97,77% |
15/11/2024 | 0,05% | 19,26 CHF | 19,27 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 5 811 900 CHF | 5 814 900 CHF | 100,00% | 100,00% |
14/11/2024 | 0,05% | 19,63 CHF | 19,64 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 5 850 820 CHF | 5 853 820 CHF | 100,00% | 100,00% |
13/11/2024 | 0,05% | 19,43 CHF | 19,44 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 5 818 930 CHF | 5 821 930 CHF | 99,73% | 99,73% |
12/11/2024 | 0,05% | 19,44 CHF | 19,45 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 5 889 060 CHF | 5 892 060 CHF | 100,00% | 100,00% |
11/11/2024 | 0,05% | 19,88 CHF | 19,89 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 5 968 750 CHF | 5 971 750 CHF | 100,00% | 100,00% |
08/11/2024 | 0,05% | 19,66 CHF | 19,67 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 5 912 290 CHF | 5 915 290 CHF | 100,00% | 100,00% |
07/11/2024 | 0,05% | 19,91 CHF | 19,92 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 5 984 670 CHF | 5 987 670 CHF | 99,67% | 99,67% |