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% | 23,38 CHF | 23,39 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 5 287 210 CHF | 5 289 460 CHF | 100,00% | 100,00% |
19/11/2024 | 0,04% | 23,30 CHF | 23,31 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 5 238 350 CHF | 5 240 600 CHF | 100,00% | 100,00% |
18/11/2024 | 0,04% | 23,60 CHF | 23,61 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 5 303 810 CHF | 5 306 060 CHF | 99,54% | 99,54% |
15/11/2024 | 0,04% | 23,72 CHF | 23,73 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 5 349 090 CHF | 5 351 340 CHF | 100,00% | 100,00% |
14/11/2024 | 0,04% | 24,10 CHF | 24,11 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 5 446 020 CHF | 5 448 270 CHF | 100,00% | 100,00% |
13/11/2024 | 0,04% | 24,09 CHF | 24,10 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 5 381 620 CHF | 5 383 870 CHF | 100,00% | 100,00% |
12/11/2024 | 0,04% | 24,12 CHF | 24,13 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 5 450 560 CHF | 5 452 810 CHF | 100,00% | 100,00% |
11/11/2024 | 0,04% | 24,24 CHF | 24,25 CHF | 225 000 | 225 000 | 224 967 | 224 967 | 5 426 960 CHF | 5 429 200 CHF | 99,48% | 99,48% |
08/11/2024 | 0,04% | 23,83 CHF | 23,84 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 5 301 130 CHF | 5 303 380 CHF | 100,00% | 100,00% |
07/11/2024 | 0,04% | 23,49 CHF | 23,50 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 5 318 530 CHF | 5 320 780 CHF | 99,67% | 99,67% |