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% | 16.56 CHF | 16.57 CHF | 32'000 | 32'000 | 17'672 | 17'672 | 298'832 CHF | 299'184 CHF | 99.77% | 99.77% |
19.11.2024 | 0.14% | 16.79 CHF | 16.80 CHF | 32'000 | 32'000 | 17'754 | 17'754 | 292'889 CHF | 293'243 CHF | 100.00% | 100.00% |
18.11.2024 | 0.14% | 16.52 CHF | 16.53 CHF | 32'000 | 32'000 | 17'887 | 17'887 | 292'172 CHF | 292'528 CHF | 99.90% | 99.90% |
15.11.2024 | 0.14% | 16.04 CHF | 16.05 CHF | 33'000 | 33'000 | 17'830 | 17'830 | 294'206 CHF | 294'561 CHF | 99.28% | 99.28% |
14.11.2024 | 0.14% | 16.80 CHF | 16.81 CHF | 32'000 | 32'000 | 17'188 | 17'188 | 296'326 CHF | 296'677 CHF | 99.87% | 99.87% |
13.11.2024 | 0.13% | 17.37 CHF | 17.38 CHF | 32'000 | 32'000 | 17'578 | 17'578 | 308'580 CHF | 308'931 CHF | 100.00% | 100.00% |
12.11.2024 | 0.13% | 17.43 CHF | 17.44 CHF | 32'000 | 32'000 | 17'501 | 17'501 | 305'883 CHF | 306'234 CHF | 99.90% | 99.90% |
11.11.2024 | 0.14% | 17.37 CHF | 17.38 CHF | 32'000 | 32'000 | 17'563 | 17'563 | 302'960 CHF | 303'313 CHF | 99.17% | 99.17% |
08.11.2024 | 0.14% | 17.08 CHF | 17.09 CHF | 32'000 | 32'000 | 17'663 | 17'663 | 304'211 CHF | 304'562 CHF | 99.10% | 99.10% |
07.11.2024 | 0.14% | 17.12 CHF | 17.13 CHF | 32'000 | 32'000 | 17'673 | 17'673 | 299'869 CHF | 300'222 CHF | 99.47% | 99.47% |