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% | 16,98 CHF | 16,99 CHF | 32 000 | 32 000 | 17 672 | 17 672 | 306 238 CHF | 306 590 CHF | 99,77% | 99,77% |
19/11/2024 | 0,14% | 17,21 CHF | 17,22 CHF | 32 000 | 32 000 | 17 754 | 17 754 | 300 314 CHF | 300 668 CHF | 100,00% | 100,00% |
18/11/2024 | 0,14% | 16,94 CHF | 16,95 CHF | 32 000 | 32 000 | 17 887 | 17 887 | 299 682 CHF | 300 038 CHF | 99,90% | 99,90% |
15/11/2024 | 0,14% | 16,46 CHF | 16,47 CHF | 33 000 | 33 000 | 17 830 | 17 830 | 301 711 CHF | 302 066 CHF | 99,28% | 99,28% |
14/11/2024 | 0,13% | 17,22 CHF | 17,23 CHF | 32 000 | 32 000 | 17 188 | 17 188 | 303 563 CHF | 303 913 CHF | 99,87% | 99,87% |
13/11/2024 | 0,13% | 17,79 CHF | 17,80 CHF | 32 000 | 32 000 | 17 578 | 17 578 | 315 938 CHF | 316 289 CHF | 100,00% | 100,00% |
12/11/2024 | 0,13% | 17,85 CHF | 17,86 CHF | 32 000 | 32 000 | 17 501 | 17 501 | 313 165 CHF | 313 516 CHF | 99,90% | 99,90% |
11/11/2024 | 0,13% | 17,79 CHF | 17,80 CHF | 32 000 | 32 000 | 17 563 | 17 563 | 310 246 CHF | 310 598 CHF | 99,17% | 99,17% |
08/11/2024 | 0,13% | 17,49 CHF | 17,50 CHF | 32 000 | 32 000 | 17 630 | 17 630 | 310 908 CHF | 311 259 CHF | 98,72% | 98,72% |
07/11/2024 | 0,13% | 17,53 CHF | 17,54 CHF | 32 000 | 32 000 | 17 669 | 17 669 | 307 135 CHF | 307 488 CHF | 99,53% | 99,53% |