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 | 0.12% | 18.46 CHF | 18.47 CHF | 32'000 | 32'000 | 17'664 | 17'664 | 332'307 CHF | 332'659 CHF | 99.72% | 99.72% |
19.11.2024 | 0.13% | 18.68 CHF | 18.69 CHF | 32'000 | 32'000 | 17'752 | 17'752 | 326'488 CHF | 326'842 CHF | 99.79% | 99.79% |
18.11.2024 | 0.13% | 18.42 CHF | 18.43 CHF | 32'000 | 32'000 | 17'879 | 17'879 | 326'078 CHF | 326'434 CHF | 99.85% | 99.85% |
15.11.2024 | 0.13% | 17.95 CHF | 17.96 CHF | 33'000 | 33'000 | 17'889 | 17'889 | 329'293 CHF | 329'649 CHF | 98.82% | 98.82% |
14.11.2024 | 0.12% | 18.71 CHF | 18.72 CHF | 32'000 | 32'000 | 17'246 | 17'246 | 330'233 CHF | 330'583 CHF | 98.63% | 98.63% |
13.11.2024 | 0.12% | 19.27 CHF | 19.28 CHF | 32'000 | 32'000 | 17'567 | 17'567 | 341'693 CHF | 342'044 CHF | 99.93% | 99.93% |
12.11.2024 | 0.12% | 19.32 CHF | 19.33 CHF | 32'000 | 32'000 | 17'502 | 17'502 | 338'979 CHF | 339'329 CHF | 99.90% | 99.90% |
11.11.2024 | 0.12% | 19.26 CHF | 19.27 CHF | 32'000 | 32'000 | 17'563 | 17'563 | 336'081 CHF | 336'433 CHF | 99.17% | 99.17% |
08.11.2024 | 0.12% | 18.95 CHF | 18.96 CHF | 32'000 | 32'000 | 17'576 | 17'576 | 335'602 CHF | 335'953 CHF | 98.39% | 98.39% |
07.11.2024 | 0.12% | 18.99 CHF | 19.00 CHF | 32'000 | 32'000 | 17'711 | 17'711 | 333'725 CHF | 334'078 CHF | 98.30% | 98.30% |