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% | 23,10 CHF | 23,11 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 843 240 CHF | 5 845 740 CHF | 100,00% | 100,00% |
19/11/2024 | 0,04% | 23,11 CHF | 23,12 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 745 600 CHF | 5 748 100 CHF | 100,00% | 100,00% |
18/11/2024 | 0,04% | 23,27 CHF | 23,28 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 774 030 CHF | 5 776 530 CHF | 98,93% | 98,93% |
15/11/2024 | 0,04% | 23,09 CHF | 23,10 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 870 150 CHF | 5 872 650 CHF | 100,00% | 100,00% |
14/11/2024 | 0,04% | 24,02 CHF | 24,03 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 035 800 CHF | 6 038 300 CHF | 100,00% | 100,00% |
13/11/2024 | 0,04% | 23,98 CHF | 23,99 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 995 310 CHF | 5 997 810 CHF | 100,00% | 100,00% |
12/11/2024 | 0,04% | 24,00 CHF | 24,01 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 010 800 CHF | 6 013 300 CHF | 100,00% | 100,00% |
11/11/2024 | 0,04% | 24,05 CHF | 24,06 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 030 380 CHF | 6 032 880 CHF | 100,00% | 100,00% |
08/11/2024 | 0,04% | 23,86 CHF | 23,87 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 943 540 CHF | 5 946 040 CHF | 100,00% | 100,00% |
07/11/2024 | 0,04% | 23,70 CHF | 23,71 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 873 110 CHF | 5 875 610 CHF | 99,67% | 99,67% |