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% | 19,15 CHF | 19,16 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 337 330 CHF | 4 339 580 CHF | 100,00% | 100,00% |
19/11/2024 | 0,05% | 19,10 CHF | 19,11 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 291 330 CHF | 4 293 580 CHF | 99,95% | 99,95% |
18/11/2024 | 0,05% | 19,38 CHF | 19,39 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 352 520 CHF | 4 354 770 CHF | 99,55% | 99,55% |
15/11/2024 | 0,05% | 19,49 CHF | 19,50 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 397 000 CHF | 4 399 250 CHF | 100,00% | 100,00% |
14/11/2024 | 0,05% | 19,87 CHF | 19,88 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 493 060 CHF | 4 495 300 CHF | 100,00% | 100,00% |
13/11/2024 | 0,05% | 19,88 CHF | 19,89 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 435 610 CHF | 4 437 860 CHF | 100,00% | 100,00% |
12/11/2024 | 0,05% | 19,92 CHF | 19,93 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 506 000 CHF | 4 508 250 CHF | 100,00% | 100,00% |
11/11/2024 | 0,05% | 20,05 CHF | 20,06 CHF | 225 000 | 225 000 | 224 968 | 224 968 | 4 485 340 CHF | 4 487 600 CHF | 99,48% | 99,48% |
08/11/2024 | 0,05% | 19,67 CHF | 19,68 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 367 790 CHF | 4 370 040 CHF | 100,00% | 100,00% |
07/11/2024 | 0,05% | 19,34 CHF | 19,35 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 382 410 CHF | 4 384 660 CHF | 99,68% | 99,68% |