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% | 25,36 CHF | 25,37 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 405 850 CHF | 6 408 350 CHF | 100,00% | 100,00% |
19/11/2024 | 0,04% | 25,36 CHF | 25,37 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 306 500 CHF | 6 309 000 CHF | 100,00% | 100,00% |
18/11/2024 | 0,04% | 25,52 CHF | 25,53 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 337 470 CHF | 6 339 970 CHF | 98,93% | 98,93% |
15/11/2024 | 0,04% | 25,34 CHF | 25,35 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 433 990 CHF | 6 436 490 CHF | 100,00% | 100,00% |
14/11/2024 | 0,04% | 26,28 CHF | 26,29 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 600 130 CHF | 6 602 630 CHF | 100,00% | 100,00% |
13/11/2024 | 0,04% | 26,22 CHF | 26,23 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 555 600 CHF | 6 558 100 CHF | 100,00% | 100,00% |
12/11/2024 | 0,04% | 26,24 CHF | 26,25 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 570 280 CHF | 6 572 780 CHF | 100,00% | 100,00% |
11/11/2024 | 0,04% | 26,28 CHF | 26,29 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 588 230 CHF | 6 590 730 CHF | 100,00% | 100,00% |
08/11/2024 | 0,04% | 26,08 CHF | 26,09 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 496 440 CHF | 6 498 940 CHF | 100,00% | 100,00% |
07/11/2024 | 0,04% | 25,91 CHF | 25,92 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 427 620 CHF | 6 430 120 CHF | 99,68% | 99,68% |