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 | 0,05% | 21,77 CHF | 21,78 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 509 820 CHF | 5 512 320 CHF | 100,00% | 100,00% |
19/11/2024 | 0,05% | 21,78 CHF | 21,79 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 413 230 CHF | 5 415 730 CHF | 100,00% | 100,00% |
18/11/2024 | 0,05% | 21,94 CHF | 21,95 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 440 160 CHF | 5 442 660 CHF | 98,93% | 98,93% |
15/11/2024 | 0,05% | 21,75 CHF | 21,76 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 535 950 CHF | 5 538 450 CHF | 100,00% | 100,00% |
14/11/2024 | 0,04% | 22,69 CHF | 22,70 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 701 360 CHF | 5 703 860 CHF | 100,00% | 100,00% |
13/11/2024 | 0,04% | 22,65 CHF | 22,66 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 663 360 CHF | 5 665 860 CHF | 100,00% | 100,00% |
12/11/2024 | 0,04% | 22,68 CHF | 22,69 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 679 350 CHF | 5 681 850 CHF | 100,00% | 100,00% |
11/11/2024 | 0,04% | 22,73 CHF | 22,74 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 699 930 CHF | 5 702 430 CHF | 100,00% | 100,00% |
08/11/2024 | 0,04% | 22,55 CHF | 22,56 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 614 520 CHF | 5 617 020 CHF | 100,00% | 100,00% |
07/11/2024 | 0,05% | 22,38 CHF | 22,39 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 542 150 CHF | 5 544 650 CHF | 99,67% | 99,67% |