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% | 20,87 CHF | 20,88 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 285 780 CHF | 5 288 280 CHF | 100,00% | 100,00% |
19/11/2024 | 0,05% | 20,89 CHF | 20,90 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 189 750 CHF | 5 192 250 CHF | 100,00% | 100,00% |
18/11/2024 | 0,05% | 21,04 CHF | 21,05 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 215 780 CHF | 5 218 280 CHF | 98,92% | 98,92% |
15/11/2024 | 0,05% | 20,85 CHF | 20,86 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 311 400 CHF | 5 313 900 CHF | 100,00% | 100,00% |
14/11/2024 | 0,05% | 21,79 CHF | 21,80 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 476 640 CHF | 5 479 140 CHF | 100,00% | 100,00% |
13/11/2024 | 0,05% | 21,75 CHF | 21,76 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 440 150 CHF | 5 442 650 CHF | 100,00% | 100,00% |
12/11/2024 | 0,05% | 21,79 CHF | 21,80 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 456 490 CHF | 5 458 990 CHF | 100,00% | 100,00% |
11/11/2024 | 0,05% | 21,84 CHF | 21,85 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 477 680 CHF | 5 480 180 CHF | 100,00% | 100,00% |
08/11/2024 | 0,05% | 21,66 CHF | 21,67 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 395 670 CHF | 5 398 170 CHF | 100,00% | 100,00% |
07/11/2024 | 0,05% | 21,51 CHF | 21,52 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 323 700 CHF | 5 326 200 CHF | 99,67% | 99,67% |