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% | 18.00 CHF | 18.01 CHF | 32'000 | 32'000 | 17'663 | 17'663 | 324'030 CHF | 324'382 CHF | 99.71% | 99.71% |
19.11.2024 | 0.13% | 18.22 CHF | 18.23 CHF | 32'000 | 32'000 | 17'754 | 17'754 | 318'285 CHF | 318'640 CHF | 99.81% | 99.81% |
18.11.2024 | 0.13% | 17.95 CHF | 17.96 CHF | 32'000 | 32'000 | 17'876 | 17'876 | 317'688 CHF | 318'044 CHF | 99.83% | 99.83% |
15.11.2024 | 0.13% | 17.48 CHF | 17.49 CHF | 33'000 | 33'000 | 17'894 | 17'894 | 320'994 CHF | 321'350 CHF | 98.72% | 98.72% |
14.11.2024 | 0.13% | 18.24 CHF | 18.25 CHF | 32'000 | 32'000 | 17'230 | 17'230 | 321'836 CHF | 322'186 CHF | 98.97% | 98.97% |
13.11.2024 | 0.12% | 18.80 CHF | 18.81 CHF | 32'000 | 32'000 | 17'566 | 17'566 | 333'521 CHF | 333'872 CHF | 99.92% | 99.92% |
12.11.2024 | 0.12% | 18.86 CHF | 18.87 CHF | 32'000 | 32'000 | 17'501 | 17'501 | 330'860 CHF | 331'210 CHF | 99.90% | 99.90% |
11.11.2024 | 0.13% | 18.80 CHF | 18.81 CHF | 32'000 | 32'000 | 17'562 | 17'562 | 327'938 CHF | 328'291 CHF | 99.17% | 99.17% |
08.11.2024 | 0.13% | 18.49 CHF | 18.50 CHF | 32'000 | 32'000 | 17'577 | 17'577 | 327'534 CHF | 327'886 CHF | 98.38% | 98.38% |
07.11.2024 | 0.13% | 18.53 CHF | 18.54 CHF | 32'000 | 32'000 | 17'754 | 17'754 | 326'359 CHF | 326'712 CHF | 97.10% | 97.10% |