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 | 0.13% | 17.53 CHF | 17.54 CHF | 32'000 | 32'000 | 17'663 | 17'663 | 315'751 CHF | 316'103 CHF | 99.72% | 99.72% |
19.11.2024 | 0.13% | 17.75 CHF | 17.76 CHF | 32'000 | 32'000 | 17'754 | 17'754 | 309'977 CHF | 310'331 CHF | 99.79% | 99.79% |
18.11.2024 | 0.14% | 17.48 CHF | 17.49 CHF | 32'000 | 32'000 | 17'875 | 17'875 | 309'270 CHF | 309'626 CHF | 99.83% | 99.83% |
15.11.2024 | 0.13% | 17.01 CHF | 17.02 CHF | 33'000 | 33'000 | 17'896 | 17'896 | 312'615 CHF | 312'971 CHF | 98.74% | 98.74% |
14.11.2024 | 0.13% | 17.77 CHF | 17.78 CHF | 32'000 | 32'000 | 17'247 | 17'247 | 314'027 CHF | 314'377 CHF | 98.63% | 98.63% |
13.11.2024 | 0.13% | 18.33 CHF | 18.34 CHF | 32'000 | 32'000 | 17'567 | 17'567 | 325'307 CHF | 325'658 CHF | 99.93% | 99.93% |
12.11.2024 | 0.13% | 18.39 CHF | 18.40 CHF | 32'000 | 32'000 | 17'501 | 17'501 | 322'675 CHF | 323'025 CHF | 99.90% | 99.90% |
11.11.2024 | 0.13% | 18.33 CHF | 18.34 CHF | 32'000 | 32'000 | 17'562 | 17'562 | 319'752 CHF | 320'104 CHF | 99.17% | 99.17% |
08.11.2024 | 0.13% | 18.03 CHF | 18.04 CHF | 32'000 | 32'000 | 17'618 | 17'618 | 320'155 CHF | 320'508 CHF | 98.06% | 98.06% |
07.11.2024 | 0.13% | 18.07 CHF | 18.08 CHF | 32'000 | 32'000 | 17'733 | 17'733 | 317'760 CHF | 318'112 CHF | 98.19% | 98.19% |