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% | 24,50 CHF | 24,51 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 206 200 CHF | 6 208 700 CHF | 100,00% | 100,00% |
19/11/2024 | 0,04% | 24,54 CHF | 24,55 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 098 320 CHF | 6 100 820 CHF | 99,98% | 99,98% |
18/11/2024 | 0,04% | 24,68 CHF | 24,69 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 134 280 CHF | 6 136 780 CHF | 99,57% | 99,57% |
15/11/2024 | 0,04% | 24,60 CHF | 24,61 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 221 670 CHF | 6 224 170 CHF | 100,00% | 100,00% |
14/11/2024 | 0,04% | 25,46 CHF | 25,47 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 401 560 CHF | 6 404 060 CHF | 100,00% | 100,00% |
13/11/2024 | 0,04% | 25,46 CHF | 25,47 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 335 960 CHF | 6 338 460 CHF | 100,00% | 100,00% |
12/11/2024 | 0,04% | 25,39 CHF | 25,40 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 366 930 CHF | 6 369 430 CHF | 100,00% | 100,00% |
11/11/2024 | 0,04% | 25,55 CHF | 25,56 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 395 240 CHF | 6 397 740 CHF | 100,00% | 100,00% |
08/11/2024 | 0,04% | 25,27 CHF | 25,28 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 259 540 CHF | 6 262 040 CHF | 100,00% | 100,00% |
07/11/2024 | 0,04% | 24,92 CHF | 24,93 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 210 050 CHF | 6 212 550 CHF | 99,67% | 99,67% |