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% | 28,02 CHF | 28,03 CHF | 250 000 | 250 000 | 140 211 | 140 211 | 3 967 760 CHF | 3 969 160 CHF | 100,00% | 100,00% |
19/11/2024 | 0,04% | 28,04 CHF | 28,05 CHF | 250 000 | 250 000 | 239 320 | 239 320 | 6 673 600 CHF | 6 675 990 CHF | 100,00% | 100,00% |
18/11/2024 | 0,04% | 28,19 CHF | 28,20 CHF | 125 000 | 125 000 | 198 460 | 198 460 | 5 565 270 CHF | 5 567 250 CHF | 99,55% | 99,55% |
15/11/2024 | 0,04% | 28,12 CHF | 28,13 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 551 010 CHF | 3 552 260 CHF | 100,00% | 100,00% |
14/11/2024 | 0,03% | 28,98 CHF | 28,99 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 641 320 CHF | 3 642 570 CHF | 100,00% | 100,00% |
13/11/2024 | 0,03% | 28,96 CHF | 28,97 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 605 380 CHF | 3 606 630 CHF | 100,00% | 100,00% |
12/11/2024 | 0,03% | 28,89 CHF | 28,90 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 620 190 CHF | 3 621 440 CHF | 100,00% | 100,00% |
11/11/2024 | 0,03% | 29,04 CHF | 29,05 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 633 110 CHF | 3 634 360 CHF | 100,00% | 100,00% |
08/11/2024 | 0,04% | 28,73 CHF | 28,74 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 561 420 CHF | 3 562 670 CHF | 100,00% | 100,00% |
07/11/2024 | 0,04% | 28,37 CHF | 28,38 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 537 890 CHF | 3 539 140 CHF | 99,67% | 99,67% |