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 | 0,14% | 16,60 CHF | 16,61 CHF | 32 000 | 32 000 | 17 663 | 17 663 | 299 338 CHF | 299 690 CHF | 99,72% | 99,72% |
19/11/2024 | 0,14% | 16,83 CHF | 16,84 CHF | 32 000 | 32 000 | 17 755 | 17 755 | 293 573 CHF | 293 928 CHF | 99,80% | 99,80% |
18/11/2024 | 0,14% | 16,56 CHF | 16,57 CHF | 32 000 | 32 000 | 17 877 | 17 877 | 292 687 CHF | 293 043 CHF | 99,84% | 99,84% |
15/11/2024 | 0,14% | 16,08 CHF | 16,09 CHF | 33 000 | 33 000 | 17 896 | 17 896 | 295 987 CHF | 296 343 CHF | 98,74% | 98,74% |
14/11/2024 | 0,14% | 16,84 CHF | 16,85 CHF | 32 000 | 32 000 | 17 229 | 17 229 | 297 699 CHF | 298 049 CHF | 98,97% | 98,97% |
13/11/2024 | 0,13% | 17,41 CHF | 17,42 CHF | 32 000 | 32 000 | 17 566 | 17 566 | 309 057 CHF | 309 409 CHF | 99,92% | 99,92% |
12/11/2024 | 0,13% | 17,47 CHF | 17,48 CHF | 32 000 | 32 000 | 17 501 | 17 501 | 306 536 CHF | 306 886 CHF | 99,90% | 99,90% |
11/11/2024 | 0,14% | 17,41 CHF | 17,42 CHF | 32 000 | 32 000 | 17 563 | 17 563 | 303 610 CHF | 303 963 CHF | 99,17% | 99,17% |
08/11/2024 | 0,14% | 17,12 CHF | 17,13 CHF | 32 000 | 32 000 | 17 618 | 17 618 | 304 102 CHF | 304 455 CHF | 98,06% | 98,06% |
07/11/2024 | 0,14% | 17,16 CHF | 17,17 CHF | 32 000 | 32 000 | 17 731 | 17 731 | 301 560 CHF | 301 913 CHF | 98,11% | 98,11% |