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% | 24,22 CHF | 24,23 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 135 220 CHF | 6 137 720 CHF | 100,00% | 100,00% |
19/11/2024 | 0,04% | 24,26 CHF | 24,27 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 027 490 CHF | 6 029 990 CHF | 100,00% | 100,00% |
18/11/2024 | 0,04% | 24,39 CHF | 24,40 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 063 190 CHF | 6 065 690 CHF | 99,55% | 99,55% |
15/11/2024 | 0,04% | 24,31 CHF | 24,32 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 150 550 CHF | 6 153 050 CHF | 100,00% | 100,00% |
14/11/2024 | 0,04% | 25,18 CHF | 25,19 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 330 320 CHF | 6 332 820 CHF | 100,00% | 100,00% |
13/11/2024 | 0,04% | 25,18 CHF | 25,19 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 265 260 CHF | 6 267 760 CHF | 100,00% | 100,00% |
12/11/2024 | 0,04% | 25,11 CHF | 25,12 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 296 320 CHF | 6 298 820 CHF | 100,00% | 100,00% |
11/11/2024 | 0,04% | 25,27 CHF | 25,28 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 324 750 CHF | 6 327 250 CHF | 100,00% | 100,00% |
08/11/2024 | 0,04% | 24,99 CHF | 25,00 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 189 640 CHF | 6 192 140 CHF | 100,00% | 100,00% |
07/11/2024 | 0,04% | 24,64 CHF | 24,65 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 139 960 CHF | 6 142 460 CHF | 99,67% | 99,67% |