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% | 18,78 CHF | 18,79 CHF | 32 000 | 32 000 | 17 672 | 17 672 | 337 964 CHF | 338 316 CHF | 99,77% | 99,77% |
19/11/2024 | 0,13% | 19,00 CHF | 19,01 CHF | 32 000 | 32 000 | 17 754 | 17 754 | 332 088 CHF | 332 442 CHF | 100,00% | 100,00% |
18/11/2024 | 0,13% | 18,73 CHF | 18,74 CHF | 32 000 | 32 000 | 17 887 | 17 887 | 331 840 CHF | 332 196 CHF | 99,90% | 99,90% |
15/11/2024 | 0,12% | 18,26 CHF | 18,27 CHF | 33 000 | 33 000 | 17 758 | 17 758 | 332 446 CHF | 332 800 CHF | 99,72% | 99,72% |
14/11/2024 | 0,12% | 19,02 CHF | 19,03 CHF | 32 000 | 32 000 | 17 191 | 17 191 | 334 582 CHF | 334 933 CHF | 99,82% | 99,82% |
13/11/2024 | 0,12% | 19,58 CHF | 19,59 CHF | 32 000 | 32 000 | 17 577 | 17 577 | 347 362 CHF | 347 714 CHF | 100,00% | 100,00% |
12/11/2024 | 0,12% | 19,63 CHF | 19,64 CHF | 32 000 | 32 000 | 17 502 | 17 502 | 344 408 CHF | 344 759 CHF | 99,90% | 99,90% |
11/11/2024 | 0,12% | 19,57 CHF | 19,58 CHF | 32 000 | 32 000 | 17 563 | 17 563 | 341 518 CHF | 341 870 CHF | 99,17% | 99,17% |
08/11/2024 | 0,12% | 19,26 CHF | 19,27 CHF | 32 000 | 32 000 | 17 663 | 17 663 | 342 671 CHF | 343 022 CHF | 99,10% | 99,10% |
07/11/2024 | 0,12% | 19,30 CHF | 19,31 CHF | 32 000 | 32 000 | 17 673 | 17 673 | 338 442 CHF | 338 795 CHF | 99,47% | 99,47% |