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% | 22,64 CHF | 22,65 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 727 000 CHF | 5 729 500 CHF | 100,00% | 100,00% |
19/11/2024 | 0,04% | 22,65 CHF | 22,66 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 629 690 CHF | 5 632 190 CHF | 100,00% | 100,00% |
18/11/2024 | 0,04% | 22,80 CHF | 22,81 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 657 690 CHF | 5 660 190 CHF | 98,93% | 98,93% |
15/11/2024 | 0,04% | 22,62 CHF | 22,63 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 753 640 CHF | 5 756 140 CHF | 100,00% | 100,00% |
14/11/2024 | 0,04% | 23,56 CHF | 23,57 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 919 220 CHF | 5 921 720 CHF | 100,00% | 100,00% |
13/11/2024 | 0,04% | 23,51 CHF | 23,52 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 879 590 CHF | 5 882 090 CHF | 100,00% | 100,00% |
12/11/2024 | 0,04% | 23,54 CHF | 23,55 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 895 270 CHF | 5 897 770 CHF | 100,00% | 100,00% |
11/11/2024 | 0,04% | 23,59 CHF | 23,60 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 915 180 CHF | 5 917 680 CHF | 100,00% | 100,00% |
08/11/2024 | 0,04% | 23,40 CHF | 23,41 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 829 340 CHF | 5 831 840 CHF | 100,00% | 100,00% |
07/11/2024 | 0,04% | 23,25 CHF | 23,26 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 758 570 CHF | 5 761 070 CHF | 99,67% | 99,67% |