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% | 23,82 CHF | 23,83 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 022 540 CHF | 6 025 040 CHF | 100,00% | 100,00% |
19/11/2024 | 0,04% | 23,83 CHF | 23,84 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 924 340 CHF | 5 926 840 CHF | 100,00% | 100,00% |
18/11/2024 | 0,04% | 23,99 CHF | 24,00 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 953 620 CHF | 5 956 120 CHF | 98,92% | 98,92% |
15/11/2024 | 0,04% | 23,80 CHF | 23,81 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 049 860 CHF | 6 052 360 CHF | 100,00% | 100,00% |
14/11/2024 | 0,04% | 24,74 CHF | 24,75 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 215 650 CHF | 6 218 150 CHF | 100,00% | 100,00% |
13/11/2024 | 0,04% | 24,69 CHF | 24,70 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 173 900 CHF | 6 176 400 CHF | 100,00% | 100,00% |
12/11/2024 | 0,04% | 24,72 CHF | 24,73 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 189 080 CHF | 6 191 580 CHF | 100,00% | 100,00% |
11/11/2024 | 0,04% | 24,76 CHF | 24,77 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 208 190 CHF | 6 210 690 CHF | 100,00% | 100,00% |
08/11/2024 | 0,04% | 24,57 CHF | 24,58 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 119 770 CHF | 6 122 270 CHF | 100,00% | 100,00% |
07/11/2024 | 0,04% | 24,41 CHF | 24,42 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 049 870 CHF | 6 052 370 CHF | 99,67% | 99,67% |