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% | 16.98 CHF | 16.99 CHF | 32'000 | 32'000 | 17'672 | 17'672 | 306'238 CHF | 306'590 CHF | 99.77% | 99.77% |
19.11.2024 | 0.14% | 17.21 CHF | 17.22 CHF | 32'000 | 32'000 | 17'754 | 17'754 | 300'314 CHF | 300'668 CHF | 100.00% | 100.00% |
18.11.2024 | 0.14% | 16.94 CHF | 16.95 CHF | 32'000 | 32'000 | 17'887 | 17'887 | 299'682 CHF | 300'038 CHF | 99.90% | 99.90% |
15.11.2024 | 0.14% | 16.46 CHF | 16.47 CHF | 33'000 | 33'000 | 17'830 | 17'830 | 301'711 CHF | 302'066 CHF | 99.28% | 99.28% |
14.11.2024 | 0.13% | 17.22 CHF | 17.23 CHF | 32'000 | 32'000 | 17'188 | 17'188 | 303'563 CHF | 303'913 CHF | 99.87% | 99.87% |
13.11.2024 | 0.13% | 17.79 CHF | 17.80 CHF | 32'000 | 32'000 | 17'578 | 17'578 | 315'938 CHF | 316'289 CHF | 100.00% | 100.00% |
12.11.2024 | 0.13% | 17.85 CHF | 17.86 CHF | 32'000 | 32'000 | 17'501 | 17'501 | 313'165 CHF | 313'516 CHF | 99.90% | 99.90% |
11.11.2024 | 0.13% | 17.79 CHF | 17.80 CHF | 32'000 | 32'000 | 17'563 | 17'563 | 310'246 CHF | 310'598 CHF | 99.17% | 99.17% |
08.11.2024 | 0.13% | 17.49 CHF | 17.50 CHF | 32'000 | 32'000 | 17'630 | 17'630 | 310'908 CHF | 311'259 CHF | 98.72% | 98.72% |
07.11.2024 | 0.13% | 17.53 CHF | 17.54 CHF | 32'000 | 32'000 | 17'669 | 17'669 | 307'135 CHF | 307'488 CHF | 99.53% | 99.53% |