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% | 27,71 CHF | 27,72 CHF | 250 000 | 250 000 | 156 944 | 156 944 | 4 390 520 CHF | 4 392 080 CHF | 100,00% | 100,00% |
19/11/2024 | 0,04% | 27,73 CHF | 27,74 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 896 170 CHF | 6 898 670 CHF | 100,00% | 100,00% |
18/11/2024 | 0,04% | 27,88 CHF | 27,89 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 935 700 CHF | 6 938 200 CHF | 99,54% | 99,54% |
15/11/2024 | 0,04% | 27,81 CHF | 27,82 CHF | 250 000 | 250 000 | 145 173 | 145 173 | 4 073 770 CHF | 4 075 220 CHF | 100,00% | 100,00% |
14/11/2024 | 0,03% | 28,67 CHF | 28,68 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 602 120 CHF | 3 603 370 CHF | 100,00% | 100,00% |
13/11/2024 | 0,04% | 28,65 CHF | 28,66 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 566 430 CHF | 3 567 680 CHF | 100,00% | 100,00% |
12/11/2024 | 0,03% | 28,58 CHF | 28,59 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 581 310 CHF | 3 582 560 CHF | 100,00% | 100,00% |
11/11/2024 | 0,03% | 28,73 CHF | 28,74 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 594 320 CHF | 3 595 570 CHF | 100,00% | 100,00% |
08/11/2024 | 0,04% | 28,42 CHF | 28,43 CHF | 125 000 | 125 000 | 135 667 | 135 667 | 3 821 880 CHF | 3 823 230 CHF | 100,00% | 100,00% |
07/11/2024 | 0,04% | 28,06 CHF | 28,07 CHF | 125 000 | 125 000 | 237 204 | 237 204 | 6 639 610 CHF | 6 641 980 CHF | 99,68% | 99,68% |