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% | 18,32 CHF | 18,33 CHF | 32 000 | 32 000 | 17 672 | 17 672 | 329 957 CHF | 330 310 CHF | 99,77% | 99,77% |
19/11/2024 | 0,13% | 18,54 CHF | 18,55 CHF | 32 000 | 32 000 | 17 754 | 17 754 | 324 037 CHF | 324 391 CHF | 100,00% | 100,00% |
18/11/2024 | 0,13% | 18,28 CHF | 18,29 CHF | 32 000 | 32 000 | 17 887 | 17 887 | 323 694 CHF | 324 050 CHF | 99,90% | 99,90% |
15/11/2024 | 0,13% | 17,81 CHF | 17,82 CHF | 33 000 | 33 000 | 17 758 | 17 758 | 324 371 CHF | 324 724 CHF | 99,72% | 99,72% |
14/11/2024 | 0,12% | 18,56 CHF | 18,57 CHF | 32 000 | 32 000 | 17 187 | 17 187 | 326 681 CHF | 327 031 CHF | 99,87% | 99,87% |
13/11/2024 | 0,12% | 19,13 CHF | 19,14 CHF | 32 000 | 32 000 | 17 577 | 17 577 | 339 424 CHF | 339 776 CHF | 100,00% | 100,00% |
12/11/2024 | 0,12% | 19,18 CHF | 19,19 CHF | 32 000 | 32 000 | 17 501 | 17 501 | 336 500 CHF | 336 851 CHF | 99,90% | 99,90% |
11/11/2024 | 0,12% | 19,12 CHF | 19,13 CHF | 32 000 | 32 000 | 17 563 | 17 563 | 333 606 CHF | 333 959 CHF | 99,17% | 99,17% |
08/11/2024 | 0,12% | 18,81 CHF | 18,82 CHF | 32 000 | 32 000 | 17 630 | 17 630 | 334 142 CHF | 334 494 CHF | 98,72% | 98,72% |
07/11/2024 | 0,12% | 18,85 CHF | 18,86 CHF | 32 000 | 32 000 | 17 673 | 17 673 | 330 528 CHF | 330 881 CHF | 99,47% | 99,47% |