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% | 20,08 CHF | 20,09 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 544 430 CHF | 4 546 680 CHF | 100,00% | 100,00% |
19/11/2024 | 0,05% | 20,02 CHF | 20,03 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 497 780 CHF | 4 500 030 CHF | 100,00% | 100,00% |
18/11/2024 | 0,05% | 20,30 CHF | 20,31 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 559 930 CHF | 4 562 180 CHF | 99,55% | 99,55% |
15/11/2024 | 0,05% | 20,41 CHF | 20,42 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 604 600 CHF | 4 606 850 CHF | 100,00% | 100,00% |
14/11/2024 | 0,05% | 20,80 CHF | 20,81 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 700 880 CHF | 4 703 130 CHF | 100,00% | 100,00% |
13/11/2024 | 0,05% | 20,80 CHF | 20,81 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 641 830 CHF | 4 644 080 CHF | 100,00% | 100,00% |
12/11/2024 | 0,05% | 20,83 CHF | 20,84 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 711 890 CHF | 4 714 140 CHF | 100,00% | 100,00% |
11/11/2024 | 0,05% | 20,97 CHF | 20,98 CHF | 225 000 | 225 000 | 224 969 | 224 969 | 4 690 590 CHF | 4 692 840 CHF | 99,48% | 99,48% |
08/11/2024 | 0,05% | 20,57 CHF | 20,58 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 571 160 CHF | 4 573 410 CHF | 100,00% | 100,00% |
07/11/2024 | 0,05% | 20,24 CHF | 20,25 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 586 420 CHF | 4 588 670 CHF | 99,68% | 99,68% |