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% | 20,66 CHF | 20,67 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 675 650 CHF | 4 677 900 CHF | 100,00% | 100,00% |
19/11/2024 | 0,05% | 20,60 CHF | 20,61 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 628 620 CHF | 4 630 870 CHF | 100,00% | 100,00% |
18/11/2024 | 0,05% | 20,88 CHF | 20,89 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 691 390 CHF | 4 693 640 CHF | 99,55% | 99,55% |
15/11/2024 | 0,05% | 20,99 CHF | 21,00 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 736 120 CHF | 4 738 370 CHF | 100,00% | 100,00% |
14/11/2024 | 0,05% | 21,38 CHF | 21,39 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 832 450 CHF | 4 834 700 CHF | 100,00% | 100,00% |
13/11/2024 | 0,05% | 21,38 CHF | 21,39 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 772 520 CHF | 4 774 770 CHF | 100,00% | 100,00% |
12/11/2024 | 0,05% | 21,41 CHF | 21,42 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 842 380 CHF | 4 844 620 CHF | 100,00% | 100,00% |
11/11/2024 | 0,05% | 21,55 CHF | 21,56 CHF | 225 000 | 225 000 | 224 969 | 224 969 | 4 820 690 CHF | 4 822 940 CHF | 99,48% | 99,48% |
08/11/2024 | 0,05% | 21,15 CHF | 21,16 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 700 120 CHF | 4 702 370 CHF | 100,00% | 100,00% |
07/11/2024 | 0,05% | 20,82 CHF | 20,83 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 715 740 CHF | 4 717 990 CHF | 99,68% | 99,68% |