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% | 18,93 CHF | 18,94 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 286 140 CHF | 4 288 390 CHF | 100,00% | 100,00% |
19/11/2024 | 0,05% | 18,87 CHF | 18,88 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 240 280 CHF | 4 242 530 CHF | 100,00% | 100,00% |
18/11/2024 | 0,05% | 19,15 CHF | 19,16 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 301 270 CHF | 4 303 520 CHF | 99,55% | 99,55% |
15/11/2024 | 0,05% | 19,26 CHF | 19,27 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 345 720 CHF | 4 347 970 CHF | 100,00% | 100,00% |
14/11/2024 | 0,05% | 19,65 CHF | 19,66 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 441 760 CHF | 4 444 020 CHF | 100,00% | 100,00% |
13/11/2024 | 0,05% | 19,66 CHF | 19,67 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 384 590 CHF | 4 386 840 CHF | 100,00% | 100,00% |
12/11/2024 | 0,05% | 19,69 CHF | 19,70 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 455 060 CHF | 4 457 310 CHF | 100,00% | 100,00% |
11/11/2024 | 0,05% | 19,83 CHF | 19,84 CHF | 225 000 | 225 000 | 224 969 | 224 969 | 4 434 520 CHF | 4 436 770 CHF | 99,48% | 99,48% |
08/11/2024 | 0,05% | 19,44 CHF | 19,45 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 317 310 CHF | 4 319 560 CHF | 100,00% | 100,00% |
07/11/2024 | 0,05% | 19,12 CHF | 19,13 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 4 331 840 CHF | 4 334 090 CHF | 99,67% | 99,67% |