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% | 22,02 CHF | 22,03 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 572 570 CHF | 5 575 070 CHF | 100,00% | 100,00% |
19/11/2024 | 0,05% | 22,04 CHF | 22,05 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 475 780 CHF | 5 478 280 CHF | 100,00% | 100,00% |
18/11/2024 | 0,05% | 22,19 CHF | 22,20 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 503 000 CHF | 5 505 500 CHF | 98,88% | 98,88% |
15/11/2024 | 0,04% | 22,00 CHF | 22,01 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 598 830 CHF | 5 601 330 CHF | 100,00% | 100,00% |
14/11/2024 | 0,04% | 22,94 CHF | 22,95 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 764 280 CHF | 5 766 780 CHF | 100,00% | 100,00% |
13/11/2024 | 0,04% | 22,90 CHF | 22,91 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 725 830 CHF | 5 728 330 CHF | 100,00% | 100,00% |
12/11/2024 | 0,04% | 22,93 CHF | 22,94 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 741 730 CHF | 5 744 230 CHF | 100,00% | 100,00% |
11/11/2024 | 0,04% | 22,98 CHF | 22,99 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 762 150 CHF | 5 764 650 CHF | 100,00% | 100,00% |
08/11/2024 | 0,04% | 22,80 CHF | 22,81 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 676 140 CHF | 5 678 640 CHF | 100,00% | 100,00% |
07/11/2024 | 0,04% | 22,63 CHF | 22,64 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 604 000 CHF | 5 606 500 CHF | 99,68% | 99,68% |