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 | 0,12% | 18,46 CHF | 18,47 CHF | 32 000 | 32 000 | 17 664 | 17 664 | 332 307 CHF | 332 659 CHF | 99,72% | 99,72% |
19/11/2024 | 0,13% | 18,68 CHF | 18,69 CHF | 32 000 | 32 000 | 17 752 | 17 752 | 326 488 CHF | 326 842 CHF | 99,79% | 99,79% |
18/11/2024 | 0,13% | 18,42 CHF | 18,43 CHF | 32 000 | 32 000 | 17 879 | 17 879 | 326 078 CHF | 326 434 CHF | 99,85% | 99,85% |
15/11/2024 | 0,13% | 17,95 CHF | 17,96 CHF | 33 000 | 33 000 | 17 889 | 17 889 | 329 293 CHF | 329 649 CHF | 98,82% | 98,82% |
14/11/2024 | 0,12% | 18,71 CHF | 18,72 CHF | 32 000 | 32 000 | 17 246 | 17 246 | 330 233 CHF | 330 583 CHF | 98,63% | 98,63% |
13/11/2024 | 0,12% | 19,27 CHF | 19,28 CHF | 32 000 | 32 000 | 17 567 | 17 567 | 341 693 CHF | 342 044 CHF | 99,93% | 99,93% |
12/11/2024 | 0,12% | 19,32 CHF | 19,33 CHF | 32 000 | 32 000 | 17 502 | 17 502 | 338 979 CHF | 339 329 CHF | 99,90% | 99,90% |
11/11/2024 | 0,12% | 19,26 CHF | 19,27 CHF | 32 000 | 32 000 | 17 563 | 17 563 | 336 081 CHF | 336 433 CHF | 99,17% | 99,17% |
08/11/2024 | 0,12% | 18,95 CHF | 18,96 CHF | 32 000 | 32 000 | 17 576 | 17 576 | 335 602 CHF | 335 953 CHF | 98,39% | 98,39% |
07/11/2024 | 0,12% | 18,99 CHF | 19,00 CHF | 32 000 | 32 000 | 17 711 | 17 711 | 333 725 CHF | 334 078 CHF | 98,30% | 98,30% |