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 | 0.14% | 16.76 CHF | 16.77 CHF | 34'000 | 34'000 | 18'848 | 18'848 | 319'095 CHF | 319'472 CHF | 99.66% | 99.66% |
20.11.2024 | 0.12% | 18.32 CHF | 18.33 CHF | 32'000 | 32'000 | 17'672 | 17'672 | 329'957 CHF | 330'310 CHF | 99.77% | 99.77% |
19.11.2024 | 0.13% | 18.54 CHF | 18.55 CHF | 32'000 | 32'000 | 17'754 | 17'754 | 324'037 CHF | 324'391 CHF | 100.00% | 100.00% |
18.11.2024 | 0.13% | 18.28 CHF | 18.29 CHF | 32'000 | 32'000 | 17'887 | 17'887 | 323'694 CHF | 324'050 CHF | 99.90% | 99.90% |
15.11.2024 | 0.13% | 17.81 CHF | 17.82 CHF | 33'000 | 33'000 | 17'758 | 17'758 | 324'371 CHF | 324'724 CHF | 99.72% | 99.72% |
14.11.2024 | 0.12% | 18.56 CHF | 18.57 CHF | 32'000 | 32'000 | 17'187 | 17'187 | 326'681 CHF | 327'031 CHF | 99.87% | 99.87% |
13.11.2024 | 0.12% | 19.13 CHF | 19.14 CHF | 32'000 | 32'000 | 17'577 | 17'577 | 339'424 CHF | 339'776 CHF | 100.00% | 100.00% |
12.11.2024 | 0.12% | 19.18 CHF | 19.19 CHF | 32'000 | 32'000 | 17'501 | 17'501 | 336'500 CHF | 336'851 CHF | 99.90% | 99.90% |
11.11.2024 | 0.12% | 19.12 CHF | 19.13 CHF | 32'000 | 32'000 | 17'563 | 17'563 | 333'606 CHF | 333'959 CHF | 99.17% | 99.17% |
08.11.2024 | 0.12% | 18.81 CHF | 18.82 CHF | 32'000 | 32'000 | 17'630 | 17'630 | 334'142 CHF | 334'494 CHF | 98.72% | 98.72% |