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% | 17,49 CHF | 17,50 CHF | 32 000 | 32 000 | 17 672 | 17 672 | 315 223 CHF | 315 575 CHF | 99,77% | 99,77% |
19/11/2024 | 0,13% | 17,71 CHF | 17,72 CHF | 32 000 | 32 000 | 17 754 | 17 754 | 309 309 CHF | 309 663 CHF | 100,00% | 100,00% |
18/11/2024 | 0,14% | 17,45 CHF | 17,46 CHF | 32 000 | 32 000 | 17 887 | 17 887 | 308 789 CHF | 309 145 CHF | 99,90% | 99,90% |
15/11/2024 | 0,13% | 16,97 CHF | 16,98 CHF | 33 000 | 33 000 | 17 757 | 17 757 | 309 541 CHF | 309 895 CHF | 99,72% | 99,72% |
14/11/2024 | 0,13% | 17,73 CHF | 17,74 CHF | 32 000 | 32 000 | 17 190 | 17 190 | 312 366 CHF | 312 717 CHF | 99,87% | 99,87% |
13/11/2024 | 0,13% | 18,30 CHF | 18,31 CHF | 32 000 | 32 000 | 17 577 | 17 577 | 324 825 CHF | 325 176 CHF | 100,00% | 100,00% |
12/11/2024 | 0,13% | 18,35 CHF | 18,36 CHF | 32 000 | 32 000 | 17 501 | 17 501 | 322 010 CHF | 322 360 CHF | 99,90% | 99,90% |
11/11/2024 | 0,13% | 18,29 CHF | 18,30 CHF | 32 000 | 32 000 | 17 563 | 17 563 | 319 117 CHF | 319 469 CHF | 99,17% | 99,17% |
08/11/2024 | 0,13% | 17,99 CHF | 18,00 CHF | 32 000 | 32 000 | 17 630 | 17 630 | 319 707 CHF | 320 059 CHF | 98,72% | 98,72% |
07/11/2024 | 0,13% | 18,03 CHF | 18,04 CHF | 32 000 | 32 000 | 17 673 | 17 673 | 316 035 CHF | 316 388 CHF | 99,47% | 99,47% |