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% | 26,84 CHF | 26,85 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 791 520 CHF | 6 794 020 CHF | 100,00% | 100,00% |
19/11/2024 | 0,04% | 26,87 CHF | 26,88 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 681 910 CHF | 6 684 410 CHF | 99,98% | 99,98% |
18/11/2024 | 0,04% | 27,02 CHF | 27,03 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 720 470 CHF | 6 722 970 CHF | 99,55% | 99,55% |
15/11/2024 | 0,04% | 26,95 CHF | 26,96 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 808 300 CHF | 6 810 800 CHF | 100,00% | 100,00% |
14/11/2024 | 0,04% | 27,81 CHF | 27,82 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 988 710 CHF | 6 991 210 CHF | 100,00% | 100,00% |
13/11/2024 | 0,04% | 27,79 CHF | 27,80 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 918 870 CHF | 6 921 370 CHF | 100,00% | 100,00% |
12/11/2024 | 0,04% | 27,72 CHF | 27,73 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 948 950 CHF | 6 951 450 CHF | 100,00% | 100,00% |
11/11/2024 | 0,04% | 27,87 CHF | 27,88 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 975 600 CHF | 6 978 100 CHF | 100,00% | 100,00% |
08/11/2024 | 0,04% | 27,57 CHF | 27,58 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 834 820 CHF | 6 837 320 CHF | 100,00% | 100,00% |
07/11/2024 | 0,04% | 27,22 CHF | 27,23 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 786 930 CHF | 6 789 430 CHF | 99,67% | 99,67% |