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% | 20,33 CHF | 20,34 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 601 110 CHF | 4 603 360 CHF | 100,00% | 100,00% |
19/11/2024 | 0,05% | 20,27 CHF | 20,28 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 554 310 CHF | 4 556 560 CHF | 99,99% | 99,99% |
18/11/2024 | 0,05% | 20,55 CHF | 20,56 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 616 690 CHF | 4 618 940 CHF | 99,54% | 99,54% |
15/11/2024 | 0,05% | 20,66 CHF | 20,67 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 661 360 CHF | 4 663 610 CHF | 100,00% | 100,00% |
14/11/2024 | 0,05% | 21,05 CHF | 21,06 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 757 670 CHF | 4 759 920 CHF | 100,00% | 100,00% |
13/11/2024 | 0,05% | 21,05 CHF | 21,06 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 698 320 CHF | 4 700 570 CHF | 100,00% | 100,00% |
12/11/2024 | 0,05% | 21,08 CHF | 21,09 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 768 300 CHF | 4 770 550 CHF | 100,00% | 100,00% |
11/11/2024 | 0,05% | 21,22 CHF | 21,23 CHF | 225 000 | 225 000 | 224 968 | 224 968 | 4 746 830 CHF | 4 749 080 CHF | 99,46% | 99,46% |
08/11/2024 | 0,05% | 20,82 CHF | 20,83 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 627 040 CHF | 4 629 300 CHF | 100,00% | 100,00% |
07/11/2024 | 0,05% | 20,49 CHF | 20,50 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 642 430 CHF | 4 644 680 CHF | 99,66% | 99,66% |