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% | 21,05 CHF | 21,06 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 329 870 CHF | 5 332 370 CHF | 100,00% | 100,00% |
19/11/2024 | 0,05% | 21,07 CHF | 21,08 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 233 790 CHF | 5 236 290 CHF | 100,00% | 100,00% |
18/11/2024 | 0,05% | 21,22 CHF | 21,23 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 259 950 CHF | 5 262 450 CHF | 98,88% | 98,88% |
15/11/2024 | 0,05% | 21,03 CHF | 21,04 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 355 610 CHF | 5 358 110 CHF | 100,00% | 100,00% |
14/11/2024 | 0,05% | 21,97 CHF | 21,98 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 520 860 CHF | 5 523 360 CHF | 100,00% | 100,00% |
13/11/2024 | 0,05% | 21,93 CHF | 21,94 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 484 150 CHF | 5 486 650 CHF | 100,00% | 100,00% |
12/11/2024 | 0,05% | 21,96 CHF | 21,97 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 500 420 CHF | 5 502 920 CHF | 100,00% | 100,00% |
11/11/2024 | 0,05% | 22,01 CHF | 22,02 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 521 530 CHF | 5 524 030 CHF | 100,00% | 100,00% |
08/11/2024 | 0,05% | 21,84 CHF | 21,85 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 437 630 CHF | 5 440 130 CHF | 100,00% | 100,00% |
07/11/2024 | 0,05% | 21,68 CHF | 21,69 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 364 800 CHF | 5 367 300 CHF | 99,67% | 99,67% |