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% | 17,53 CHF | 17,54 CHF | 32 000 | 32 000 | 17 663 | 17 663 | 315 751 CHF | 316 103 CHF | 99,72% | 99,72% |
19/11/2024 | 0,13% | 17,75 CHF | 17,76 CHF | 32 000 | 32 000 | 17 754 | 17 754 | 309 977 CHF | 310 331 CHF | 99,79% | 99,79% |
18/11/2024 | 0,14% | 17,48 CHF | 17,49 CHF | 32 000 | 32 000 | 17 875 | 17 875 | 309 270 CHF | 309 626 CHF | 99,83% | 99,83% |
15/11/2024 | 0,13% | 17,01 CHF | 17,02 CHF | 33 000 | 33 000 | 17 896 | 17 896 | 312 615 CHF | 312 971 CHF | 98,74% | 98,74% |
14/11/2024 | 0,13% | 17,77 CHF | 17,78 CHF | 32 000 | 32 000 | 17 247 | 17 247 | 314 027 CHF | 314 377 CHF | 98,63% | 98,63% |
13/11/2024 | 0,13% | 18,33 CHF | 18,34 CHF | 32 000 | 32 000 | 17 567 | 17 567 | 325 307 CHF | 325 658 CHF | 99,93% | 99,93% |
12/11/2024 | 0,13% | 18,39 CHF | 18,40 CHF | 32 000 | 32 000 | 17 501 | 17 501 | 322 675 CHF | 323 025 CHF | 99,90% | 99,90% |
11/11/2024 | 0,13% | 18,33 CHF | 18,34 CHF | 32 000 | 32 000 | 17 562 | 17 562 | 319 752 CHF | 320 104 CHF | 99,17% | 99,17% |
08/11/2024 | 0,13% | 18,03 CHF | 18,04 CHF | 32 000 | 32 000 | 17 618 | 17 618 | 320 155 CHF | 320 508 CHF | 98,06% | 98,06% |
07/11/2024 | 0,13% | 18,07 CHF | 18,08 CHF | 32 000 | 32 000 | 17 733 | 17 733 | 317 760 CHF | 318 112 CHF | 98,19% | 98,19% |