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% | 23,06 CHF | 23,07 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 845 000 CHF | 5 847 500 CHF | 100,00% | 100,00% |
19/11/2024 | 0,04% | 23,10 CHF | 23,11 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 738 110 CHF | 5 740 610 CHF | 100,00% | 100,00% |
18/11/2024 | 0,04% | 23,23 CHF | 23,24 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 772 540 CHF | 5 775 040 CHF | 99,55% | 99,55% |
15/11/2024 | 0,04% | 23,15 CHF | 23,16 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 859 670 CHF | 5 862 170 CHF | 100,00% | 100,00% |
14/11/2024 | 0,04% | 24,02 CHF | 24,03 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 039 250 CHF | 6 041 750 CHF | 100,00% | 100,00% |
13/11/2024 | 0,04% | 24,02 CHF | 24,03 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 976 230 CHF | 5 978 730 CHF | 100,00% | 100,00% |
12/11/2024 | 0,04% | 23,96 CHF | 23,97 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 007 690 CHF | 6 010 190 CHF | 100,00% | 100,00% |
11/11/2024 | 0,04% | 24,12 CHF | 24,13 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 6 036 970 CHF | 6 039 470 CHF | 100,00% | 100,00% |
08/11/2024 | 0,04% | 23,84 CHF | 23,85 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 904 410 CHF | 5 906 910 CHF | 100,00% | 100,00% |
07/11/2024 | 0,04% | 23,50 CHF | 23,51 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 853 900 CHF | 5 856 400 CHF | 99,67% | 99,67% |