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% | 18.78 CHF | 18.79 CHF | 32'000 | 32'000 | 17'672 | 17'672 | 337'964 CHF | 338'316 CHF | 99.77% | 99.77% |
19.11.2024 | 0.13% | 19.00 CHF | 19.01 CHF | 32'000 | 32'000 | 17'754 | 17'754 | 332'088 CHF | 332'442 CHF | 100.00% | 100.00% |
18.11.2024 | 0.13% | 18.73 CHF | 18.74 CHF | 32'000 | 32'000 | 17'887 | 17'887 | 331'840 CHF | 332'196 CHF | 99.90% | 99.90% |
15.11.2024 | 0.12% | 18.26 CHF | 18.27 CHF | 33'000 | 33'000 | 17'758 | 17'758 | 332'446 CHF | 332'800 CHF | 99.72% | 99.72% |
14.11.2024 | 0.12% | 19.02 CHF | 19.03 CHF | 32'000 | 32'000 | 17'191 | 17'191 | 334'582 CHF | 334'933 CHF | 99.82% | 99.82% |
13.11.2024 | 0.12% | 19.58 CHF | 19.59 CHF | 32'000 | 32'000 | 17'577 | 17'577 | 347'362 CHF | 347'714 CHF | 100.00% | 100.00% |
12.11.2024 | 0.12% | 19.63 CHF | 19.64 CHF | 32'000 | 32'000 | 17'502 | 17'502 | 344'408 CHF | 344'759 CHF | 99.90% | 99.90% |
11.11.2024 | 0.12% | 19.57 CHF | 19.58 CHF | 32'000 | 32'000 | 17'563 | 17'563 | 341'518 CHF | 341'870 CHF | 99.17% | 99.17% |
08.11.2024 | 0.12% | 19.26 CHF | 19.27 CHF | 32'000 | 32'000 | 17'663 | 17'663 | 342'671 CHF | 343'022 CHF | 99.10% | 99.10% |
07.11.2024 | 0.12% | 19.30 CHF | 19.31 CHF | 32'000 | 32'000 | 17'673 | 17'673 | 338'442 CHF | 338'795 CHF | 99.47% | 99.47% |