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% | 21,88 CHF | 21,89 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 950 860 CHF | 4 953 110 CHF | 100,00% | 100,00% |
19/11/2024 | 0,05% | 21,82 CHF | 21,83 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 903 020 CHF | 4 905 270 CHF | 100,00% | 100,00% |
18/11/2024 | 0,05% | 22,10 CHF | 22,11 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 966 980 CHF | 4 969 230 CHF | 99,54% | 99,54% |
15/11/2024 | 0,04% | 22,22 CHF | 22,23 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 5 011 950 CHF | 5 014 200 CHF | 100,00% | 100,00% |
14/11/2024 | 0,04% | 22,61 CHF | 22,62 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 5 108 550 CHF | 5 110 800 CHF | 100,00% | 100,00% |
13/11/2024 | 0,04% | 22,60 CHF | 22,61 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 5 046 590 CHF | 5 048 840 CHF | 100,00% | 100,00% |
12/11/2024 | 0,04% | 22,63 CHF | 22,64 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 5 116 060 CHF | 5 118 310 CHF | 100,00% | 100,00% |
11/11/2024 | 0,04% | 22,76 CHF | 22,77 CHF | 225 000 | 225 000 | 224 968 | 224 968 | 5 093 520 CHF | 5 095 770 CHF | 99,48% | 99,48% |
08/11/2024 | 0,05% | 22,35 CHF | 22,36 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 970 620 CHF | 4 972 870 CHF | 100,00% | 100,00% |
07/11/2024 | 0,05% | 22,02 CHF | 22,03 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 986 970 CHF | 4 989 220 CHF | 99,68% | 99,68% |