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% | 16,13 CHF | 16,14 CHF | 32 000 | 32 000 | 17 663 | 17 663 | 291 177 CHF | 291 529 CHF | 99,72% | 99,72% |
19/11/2024 | 0,15% | 16,37 CHF | 16,38 CHF | 32 000 | 32 000 | 17 752 | 17 752 | 285 320 CHF | 285 674 CHF | 99,80% | 99,80% |
18/11/2024 | 0,15% | 16,09 CHF | 16,10 CHF | 32 000 | 32 000 | 17 879 | 17 879 | 284 419 CHF | 284 775 CHF | 99,86% | 99,86% |
15/11/2024 | 0,14% | 15,61 CHF | 15,62 CHF | 33 000 | 33 000 | 17 862 | 17 862 | 287 147 CHF | 287 503 CHF | 98,63% | 98,63% |
14/11/2024 | 0,14% | 16,37 CHF | 16,38 CHF | 32 000 | 32 000 | 17 247 | 17 247 | 289 990 CHF | 290 340 CHF | 98,64% | 98,64% |
13/11/2024 | 0,14% | 16,95 CHF | 16,96 CHF | 32 000 | 32 000 | 17 564 | 17 564 | 300 943 CHF | 301 295 CHF | 99,91% | 99,91% |
12/11/2024 | 0,14% | 17,01 CHF | 17,02 CHF | 32 000 | 32 000 | 17 501 | 17 501 | 298 480 CHF | 298 831 CHF | 99,90% | 99,90% |
11/11/2024 | 0,14% | 16,95 CHF | 16,96 CHF | 32 000 | 32 000 | 17 562 | 17 562 | 295 562 CHF | 295 915 CHF | 99,17% | 99,17% |
08/11/2024 | 0,14% | 16,66 CHF | 16,67 CHF | 32 000 | 32 000 | 17 577 | 17 577 | 295 384 CHF | 295 735 CHF | 98,38% | 98,38% |
07/11/2024 | 0,14% | 16,71 CHF | 16,72 CHF | 32 000 | 32 000 | 17 696 | 17 696 | 292 871 CHF | 293 223 CHF | 98,95% | 98,95% |