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 | 0,05% | 19,84 CHF | 19,85 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 040 550 CHF | 5 043 050 CHF | 100,00% | 100,00% |
19/11/2024 | 0,05% | 19,90 CHF | 19,91 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 936 120 CHF | 4 938 620 CHF | 99,98% | 99,98% |
18/11/2024 | 0,05% | 20,02 CHF | 20,03 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 966 980 CHF | 4 969 480 CHF | 99,55% | 99,55% |
15/11/2024 | 0,05% | 19,93 CHF | 19,94 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 053 350 CHF | 5 055 850 CHF | 100,00% | 100,00% |
14/11/2024 | 0,05% | 20,79 CHF | 20,80 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 232 290 CHF | 5 234 790 CHF | 100,00% | 100,00% |
13/11/2024 | 0,05% | 20,81 CHF | 20,82 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 175 180 CHF | 5 177 680 CHF | 100,00% | 100,00% |
12/11/2024 | 0,05% | 20,75 CHF | 20,76 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 207 870 CHF | 5 210 370 CHF | 100,00% | 100,00% |
11/11/2024 | 0,05% | 20,92 CHF | 20,93 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 239 390 CHF | 5 241 890 CHF | 100,00% | 100,00% |
08/11/2024 | 0,05% | 20,68 CHF | 20,69 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 113 900 CHF | 5 116 400 CHF | 100,00% | 100,00% |
07/11/2024 | 0,05% | 20,34 CHF | 20,35 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 061 110 CHF | 5 063 610 CHF | 99,68% | 99,68% |