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% | 20,58 CHF | 20,59 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 212 630 CHF | 5 215 130 CHF | 100,00% | 100,00% |
19/11/2024 | 0,05% | 20,60 CHF | 20,61 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 116 870 CHF | 5 119 370 CHF | 100,00% | 100,00% |
18/11/2024 | 0,05% | 20,75 CHF | 20,76 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 142 540 CHF | 5 145 040 CHF | 98,94% | 98,94% |
15/11/2024 | 0,05% | 20,56 CHF | 20,57 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 238 100 CHF | 5 240 600 CHF | 100,00% | 100,00% |
14/11/2024 | 0,05% | 21,50 CHF | 21,51 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 403 270 CHF | 5 405 770 CHF | 100,00% | 100,00% |
13/11/2024 | 0,05% | 21,46 CHF | 21,47 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 367 380 CHF | 5 369 880 CHF | 100,00% | 100,00% |
12/11/2024 | 0,05% | 21,50 CHF | 21,51 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 383 830 CHF | 5 386 330 CHF | 100,00% | 100,00% |
11/11/2024 | 0,05% | 21,55 CHF | 21,56 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 405 260 CHF | 5 407 760 CHF | 100,00% | 100,00% |
08/11/2024 | 0,05% | 21,38 CHF | 21,39 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 322 400 CHF | 5 324 900 CHF | 100,00% | 100,00% |
07/11/2024 | 0,05% | 21,21 CHF | 21,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 249 270 CHF | 5 251 770 CHF | 99,67% | 99,67% |