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% | 18,00 CHF | 18,01 CHF | 32 000 | 32 000 | 17 663 | 17 663 | 324 030 CHF | 324 382 CHF | 99,71% | 99,71% |
19/11/2024 | 0,13% | 18,22 CHF | 18,23 CHF | 32 000 | 32 000 | 17 754 | 17 754 | 318 285 CHF | 318 640 CHF | 99,81% | 99,81% |
18/11/2024 | 0,13% | 17,95 CHF | 17,96 CHF | 32 000 | 32 000 | 17 876 | 17 876 | 317 688 CHF | 318 044 CHF | 99,83% | 99,83% |
15/11/2024 | 0,13% | 17,48 CHF | 17,49 CHF | 33 000 | 33 000 | 17 894 | 17 894 | 320 994 CHF | 321 350 CHF | 98,72% | 98,72% |
14/11/2024 | 0,13% | 18,24 CHF | 18,25 CHF | 32 000 | 32 000 | 17 230 | 17 230 | 321 836 CHF | 322 186 CHF | 98,97% | 98,97% |
13/11/2024 | 0,12% | 18,80 CHF | 18,81 CHF | 32 000 | 32 000 | 17 566 | 17 566 | 333 521 CHF | 333 872 CHF | 99,92% | 99,92% |
12/11/2024 | 0,12% | 18,86 CHF | 18,87 CHF | 32 000 | 32 000 | 17 501 | 17 501 | 330 860 CHF | 331 210 CHF | 99,90% | 99,90% |
11/11/2024 | 0,13% | 18,80 CHF | 18,81 CHF | 32 000 | 32 000 | 17 562 | 17 562 | 327 938 CHF | 328 291 CHF | 99,17% | 99,17% |
08/11/2024 | 0,13% | 18,49 CHF | 18,50 CHF | 32 000 | 32 000 | 17 577 | 17 577 | 327 534 CHF | 327 886 CHF | 98,38% | 98,38% |
07/11/2024 | 0,13% | 18,53 CHF | 18,54 CHF | 32 000 | 32 000 | 17 754 | 17 754 | 326 359 CHF | 326 712 CHF | 97,10% | 97,10% |