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% | 23,13 CHF | 23,14 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 850 280 CHF | 5 852 780 CHF | 100,00% | 100,00% |
19/11/2024 | 0,04% | 23,14 CHF | 23,15 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 752 640 CHF | 5 755 140 CHF | 100,00% | 100,00% |
18/11/2024 | 0,04% | 23,30 CHF | 23,31 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 781 090 CHF | 5 783 590 CHF | 98,93% | 98,93% |
15/11/2024 | 0,04% | 23,11 CHF | 23,12 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 877 190 CHF | 5 879 690 CHF | 100,00% | 100,00% |
14/11/2024 | 0,04% | 24,05 CHF | 24,06 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 042 850 CHF | 6 045 350 CHF | 100,00% | 100,00% |
13/11/2024 | 0,04% | 24,00 CHF | 24,01 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 002 380 CHF | 6 004 880 CHF | 100,00% | 100,00% |
12/11/2024 | 0,04% | 24,03 CHF | 24,04 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 017 900 CHF | 6 020 400 CHF | 100,00% | 100,00% |
11/11/2024 | 0,04% | 24,08 CHF | 24,09 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 037 480 CHF | 6 039 980 CHF | 100,00% | 100,00% |
08/11/2024 | 0,04% | 23,89 CHF | 23,90 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 949 080 CHF | 5 951 580 CHF | 100,00% | 100,00% |
07/11/2024 | 0,04% | 23,72 CHF | 23,73 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 877 730 CHF | 5 880 230 CHF | 99,67% | 99,67% |