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% | 16.13 CHF | 16.14 CHF | 32'000 | 32'000 | 17'663 | 17'663 | 291'177 CHF | 291'529 CHF | 99.72% | 99.72% |
19.11.2024 | 0.15% | 16.37 CHF | 16.38 CHF | 32'000 | 32'000 | 17'752 | 17'752 | 285'320 CHF | 285'674 CHF | 99.80% | 99.80% |
18.11.2024 | 0.15% | 16.09 CHF | 16.10 CHF | 32'000 | 32'000 | 17'879 | 17'879 | 284'419 CHF | 284'775 CHF | 99.86% | 99.86% |
15.11.2024 | 0.14% | 15.61 CHF | 15.62 CHF | 33'000 | 33'000 | 17'862 | 17'862 | 287'147 CHF | 287'503 CHF | 98.63% | 98.63% |
14.11.2024 | 0.14% | 16.37 CHF | 16.38 CHF | 32'000 | 32'000 | 17'247 | 17'247 | 289'990 CHF | 290'340 CHF | 98.64% | 98.64% |
13.11.2024 | 0.14% | 16.95 CHF | 16.96 CHF | 32'000 | 32'000 | 17'564 | 17'564 | 300'943 CHF | 301'295 CHF | 99.91% | 99.91% |
12.11.2024 | 0.14% | 17.01 CHF | 17.02 CHF | 32'000 | 32'000 | 17'501 | 17'501 | 298'480 CHF | 298'831 CHF | 99.90% | 99.90% |
11.11.2024 | 0.14% | 16.95 CHF | 16.96 CHF | 32'000 | 32'000 | 17'562 | 17'562 | 295'562 CHF | 295'915 CHF | 99.17% | 99.17% |
08.11.2024 | 0.14% | 16.66 CHF | 16.67 CHF | 32'000 | 32'000 | 17'577 | 17'577 | 295'384 CHF | 295'735 CHF | 98.38% | 98.38% |
07.11.2024 | 0.14% | 16.71 CHF | 16.72 CHF | 32'000 | 32'000 | 17'696 | 17'696 | 292'871 CHF | 293'223 CHF | 98.95% | 98.95% |