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% | 21,91 CHF | 21,92 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 557 750 CHF | 5 560 250 CHF | 100,00% | 100,00% |
19/11/2024 | 0,05% | 21,96 CHF | 21,97 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 451 770 CHF | 5 454 270 CHF | 100,00% | 100,00% |
18/11/2024 | 0,05% | 22,08 CHF | 22,09 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 484 880 CHF | 5 487 380 CHF | 99,55% | 99,55% |
15/11/2024 | 0,04% | 22,00 CHF | 22,01 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 571 750 CHF | 5 574 250 CHF | 100,00% | 100,00% |
14/11/2024 | 0,04% | 22,86 CHF | 22,87 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 751 130 CHF | 5 753 630 CHF | 100,00% | 100,00% |
13/11/2024 | 0,04% | 22,87 CHF | 22,88 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 690 210 CHF | 5 692 710 CHF | 100,00% | 100,00% |
12/11/2024 | 0,04% | 22,81 CHF | 22,82 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 722 130 CHF | 5 724 630 CHF | 100,00% | 100,00% |
11/11/2024 | 0,04% | 22,98 CHF | 22,99 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 752 210 CHF | 5 754 710 CHF | 100,00% | 100,00% |
08/11/2024 | 0,04% | 22,71 CHF | 22,72 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 622 110 CHF | 5 624 610 CHF | 100,00% | 100,00% |
07/11/2024 | 0,04% | 22,37 CHF | 22,38 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 570 810 CHF | 5 573 310 CHF | 99,68% | 99,68% |