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% | 22,06 CHF | 22,07 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 583 540 CHF | 5 586 040 CHF | 100,00% | 100,00% |
19/11/2024 | 0,05% | 22,08 CHF | 22,09 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 486 630 CHF | 5 489 130 CHF | 100,00% | 100,00% |
18/11/2024 | 0,05% | 22,23 CHF | 22,24 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 513 960 CHF | 5 516 460 CHF | 98,92% | 98,92% |
15/11/2024 | 0,04% | 22,04 CHF | 22,05 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 609 850 CHF | 5 612 350 CHF | 100,00% | 100,00% |
14/11/2024 | 0,04% | 22,98 CHF | 22,99 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 775 310 CHF | 5 777 810 CHF | 100,00% | 100,00% |
13/11/2024 | 0,04% | 22,94 CHF | 22,95 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 736 700 CHF | 5 739 200 CHF | 100,00% | 100,00% |
12/11/2024 | 0,04% | 22,97 CHF | 22,98 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 752 590 CHF | 5 755 090 CHF | 100,00% | 100,00% |
11/11/2024 | 0,04% | 23,02 CHF | 23,03 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 772 890 CHF | 5 775 390 CHF | 100,00% | 100,00% |
08/11/2024 | 0,04% | 22,84 CHF | 22,85 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 688 300 CHF | 5 690 800 CHF | 100,00% | 100,00% |
07/11/2024 | 0,04% | 22,68 CHF | 22,69 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 617 130 CHF | 5 619 630 CHF | 99,67% | 99,67% |