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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,05% | 20,49 CHF | 20,50 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 068 400 CHF | 5 070 900 CHF | 100,00% | 100,00% |
20/11/2024 | 0,05% | 19,59 CHF | 19,60 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 978 460 CHF | 4 980 960 CHF | 100,00% | 100,00% |
19/11/2024 | 0,05% | 19,65 CHF | 19,66 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 874 200 CHF | 4 876 700 CHF | 100,00% | 100,00% |
18/11/2024 | 0,05% | 19,77 CHF | 19,78 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 904 810 CHF | 4 907 310 CHF | 99,55% | 99,55% |
15/11/2024 | 0,05% | 19,68 CHF | 19,69 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 991 230 CHF | 4 993 730 CHF | 100,00% | 100,00% |
14/11/2024 | 0,05% | 20,54 CHF | 20,55 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 170 060 CHF | 5 172 560 CHF | 100,00% | 100,00% |
13/11/2024 | 0,05% | 20,57 CHF | 20,58 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 113 320 CHF | 5 115 820 CHF | 100,00% | 100,00% |
12/11/2024 | 0,05% | 20,51 CHF | 20,52 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 146 050 CHF | 5 148 550 CHF | 100,00% | 100,00% |
11/11/2024 | 0,05% | 20,68 CHF | 20,69 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 177 810 CHF | 5 180 310 CHF | 100,00% | 100,00% |
08/11/2024 | 0,05% | 20,43 CHF | 20,44 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 052 800 CHF | 5 055 300 CHF | 100,00% | 100,00% |