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% | 22,32 CHF | 22,33 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 646 810 CHF | 5 649 310 CHF | 100,00% | 100,00% |
19/11/2024 | 0,05% | 22,33 CHF | 22,34 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 549 720 CHF | 5 552 220 CHF | 100,00% | 100,00% |
18/11/2024 | 0,04% | 22,49 CHF | 22,50 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 577 370 CHF | 5 579 870 CHF | 98,92% | 98,92% |
15/11/2024 | 0,04% | 22,30 CHF | 22,31 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 673 290 CHF | 5 675 790 CHF | 100,00% | 100,00% |
14/11/2024 | 0,04% | 23,24 CHF | 23,25 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 838 790 CHF | 5 841 290 CHF | 100,00% | 100,00% |
13/11/2024 | 0,04% | 23,19 CHF | 23,20 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 799 720 CHF | 5 802 220 CHF | 100,00% | 100,00% |
12/11/2024 | 0,04% | 23,22 CHF | 23,23 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 815 520 CHF | 5 818 020 CHF | 100,00% | 100,00% |
11/11/2024 | 0,04% | 23,27 CHF | 23,28 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 835 650 CHF | 5 838 150 CHF | 100,00% | 100,00% |
08/11/2024 | 0,04% | 23,09 CHF | 23,10 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 750 490 CHF | 5 752 990 CHF | 100,00% | 100,00% |
07/11/2024 | 0,04% | 22,93 CHF | 22,94 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 679 520 CHF | 5 682 020 CHF | 99,67% | 99,67% |