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% | 20,91 CHF | 20,92 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 733 160 CHF | 4 735 410 CHF | 100,00% | 100,00% |
19/11/2024 | 0,05% | 20,85 CHF | 20,86 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 686 000 CHF | 4 688 250 CHF | 99,98% | 99,98% |
18/11/2024 | 0,05% | 21,14 CHF | 21,15 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 748 920 CHF | 4 751 170 CHF | 99,55% | 99,55% |
15/11/2024 | 0,05% | 21,25 CHF | 21,26 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 793 720 CHF | 4 795 970 CHF | 100,00% | 100,00% |
14/11/2024 | 0,05% | 21,64 CHF | 21,65 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 890 160 CHF | 4 892 410 CHF | 100,00% | 100,00% |
13/11/2024 | 0,05% | 21,64 CHF | 21,65 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 829 790 CHF | 4 832 040 CHF | 100,00% | 100,00% |
12/11/2024 | 0,05% | 21,67 CHF | 21,68 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 899 600 CHF | 4 901 850 CHF | 100,00% | 100,00% |
11/11/2024 | 0,05% | 21,80 CHF | 21,81 CHF | 225 000 | 225 000 | 224 969 | 224 969 | 4 877 780 CHF | 4 880 030 CHF | 99,48% | 99,48% |
08/11/2024 | 0,05% | 21,40 CHF | 21,41 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 756 780 CHF | 4 759 040 CHF | 100,00% | 100,00% |
07/11/2024 | 0,05% | 21,07 CHF | 21,08 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 772 570 CHF | 4 774 820 CHF | 99,67% | 99,67% |