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 | 0.14% | 16.60 CHF | 16.61 CHF | 32'000 | 32'000 | 17'663 | 17'663 | 299'338 CHF | 299'690 CHF | 99.72% | 99.72% |
19.11.2024 | 0.14% | 16.83 CHF | 16.84 CHF | 32'000 | 32'000 | 17'755 | 17'755 | 293'573 CHF | 293'928 CHF | 99.80% | 99.80% |
18.11.2024 | 0.14% | 16.56 CHF | 16.57 CHF | 32'000 | 32'000 | 17'877 | 17'877 | 292'687 CHF | 293'043 CHF | 99.84% | 99.84% |
15.11.2024 | 0.14% | 16.08 CHF | 16.09 CHF | 33'000 | 33'000 | 17'896 | 17'896 | 295'987 CHF | 296'343 CHF | 98.74% | 98.74% |
14.11.2024 | 0.14% | 16.84 CHF | 16.85 CHF | 32'000 | 32'000 | 17'229 | 17'229 | 297'699 CHF | 298'049 CHF | 98.97% | 98.97% |
13.11.2024 | 0.13% | 17.41 CHF | 17.42 CHF | 32'000 | 32'000 | 17'566 | 17'566 | 309'057 CHF | 309'409 CHF | 99.92% | 99.92% |
12.11.2024 | 0.13% | 17.47 CHF | 17.48 CHF | 32'000 | 32'000 | 17'501 | 17'501 | 306'536 CHF | 306'886 CHF | 99.90% | 99.90% |
11.11.2024 | 0.14% | 17.41 CHF | 17.42 CHF | 32'000 | 32'000 | 17'563 | 17'563 | 303'610 CHF | 303'963 CHF | 99.17% | 99.17% |
08.11.2024 | 0.14% | 17.12 CHF | 17.13 CHF | 32'000 | 32'000 | 17'618 | 17'618 | 304'102 CHF | 304'455 CHF | 98.06% | 98.06% |
07.11.2024 | 0.14% | 17.16 CHF | 17.17 CHF | 32'000 | 32'000 | 17'731 | 17'731 | 301'560 CHF | 301'913 CHF | 98.11% | 98.11% |