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% | 17.49 CHF | 17.50 CHF | 32'000 | 32'000 | 17'672 | 17'672 | 315'223 CHF | 315'575 CHF | 99.77% | 99.77% |
19.11.2024 | 0.13% | 17.71 CHF | 17.72 CHF | 32'000 | 32'000 | 17'754 | 17'754 | 309'309 CHF | 309'663 CHF | 100.00% | 100.00% |
18.11.2024 | 0.14% | 17.45 CHF | 17.46 CHF | 32'000 | 32'000 | 17'887 | 17'887 | 308'789 CHF | 309'145 CHF | 99.90% | 99.90% |
15.11.2024 | 0.13% | 16.97 CHF | 16.98 CHF | 33'000 | 33'000 | 17'757 | 17'757 | 309'541 CHF | 309'895 CHF | 99.72% | 99.72% |
14.11.2024 | 0.13% | 17.73 CHF | 17.74 CHF | 32'000 | 32'000 | 17'190 | 17'190 | 312'366 CHF | 312'717 CHF | 99.87% | 99.87% |
13.11.2024 | 0.13% | 18.30 CHF | 18.31 CHF | 32'000 | 32'000 | 17'577 | 17'577 | 324'825 CHF | 325'176 CHF | 100.00% | 100.00% |
12.11.2024 | 0.13% | 18.35 CHF | 18.36 CHF | 32'000 | 32'000 | 17'501 | 17'501 | 322'010 CHF | 322'360 CHF | 99.90% | 99.90% |
11.11.2024 | 0.13% | 18.29 CHF | 18.30 CHF | 32'000 | 32'000 | 17'563 | 17'563 | 319'117 CHF | 319'469 CHF | 99.17% | 99.17% |
08.11.2024 | 0.13% | 17.99 CHF | 18.00 CHF | 32'000 | 32'000 | 17'630 | 17'630 | 319'707 CHF | 320'059 CHF | 98.72% | 98.72% |
07.11.2024 | 0.13% | 18.03 CHF | 18.04 CHF | 32'000 | 32'000 | 17'673 | 17'673 | 316'035 CHF | 316'388 CHF | 99.47% | 99.47% |