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% | 16,56 CHF | 16,57 CHF | 32 000 | 32 000 | 17 672 | 17 672 | 298 832 CHF | 299 184 CHF | 99,77% | 99,77% |
19/11/2024 | 0,14% | 16,79 CHF | 16,80 CHF | 32 000 | 32 000 | 17 754 | 17 754 | 292 889 CHF | 293 243 CHF | 100,00% | 100,00% |
18/11/2024 | 0,14% | 16,52 CHF | 16,53 CHF | 32 000 | 32 000 | 17 887 | 17 887 | 292 172 CHF | 292 528 CHF | 99,90% | 99,90% |
15/11/2024 | 0,14% | 16,04 CHF | 16,05 CHF | 33 000 | 33 000 | 17 830 | 17 830 | 294 206 CHF | 294 561 CHF | 99,28% | 99,28% |
14/11/2024 | 0,14% | 16,80 CHF | 16,81 CHF | 32 000 | 32 000 | 17 188 | 17 188 | 296 326 CHF | 296 677 CHF | 99,87% | 99,87% |
13/11/2024 | 0,13% | 17,37 CHF | 17,38 CHF | 32 000 | 32 000 | 17 578 | 17 578 | 308 580 CHF | 308 931 CHF | 100,00% | 100,00% |
12/11/2024 | 0,13% | 17,43 CHF | 17,44 CHF | 32 000 | 32 000 | 17 501 | 17 501 | 305 883 CHF | 306 234 CHF | 99,90% | 99,90% |
11/11/2024 | 0,14% | 17,37 CHF | 17,38 CHF | 32 000 | 32 000 | 17 563 | 17 563 | 302 960 CHF | 303 313 CHF | 99,17% | 99,17% |
08/11/2024 | 0,14% | 17,08 CHF | 17,09 CHF | 32 000 | 32 000 | 17 663 | 17 663 | 304 211 CHF | 304 562 CHF | 99,10% | 99,10% |
07/11/2024 | 0,14% | 17,12 CHF | 17,13 CHF | 32 000 | 32 000 | 17 673 | 17 673 | 299 869 CHF | 300 222 CHF | 99,47% | 99,47% |