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 | 0.60% | 1.67 CHF | 1.68 CHF | 24'000 | 24'000 | 23'774 | 23'774 | 40'008 CHF | 40'246 CHF | 100.00% | 100.00% |
19.11.2024 | 0.58% | 1.67 CHF | 1.68 CHF | 24'000 | 24'000 | 23'772 | 23'772 | 41'213 CHF | 41'451 CHF | 98.92% | 98.92% |
18.11.2024 | 0.60% | 1.79 CHF | 1.80 CHF | 24'000 | 24'000 | 23'863 | 23'863 | 40'114 CHF | 40'353 CHF | 100.00% | 100.00% |
15.11.2024 | 0.59% | 1.62 CHF | 1.63 CHF | 25'000 | 25'000 | 24'137 | 24'137 | 40'510 CHF | 40'752 CHF | 72.14% | 72.14% |
14.11.2024 | 0.58% | 1.79 CHF | 1.80 CHF | 24'000 | 24'000 | 23'774 | 23'774 | 41'165 CHF | 41'403 CHF | 100.00% | 100.00% |
13.11.2024 | 0.62% | 1.88 CHF | 1.89 CHF | 24'000 | 24'000 | 24'299 | 24'299 | 39'633 CHF | 39'876 CHF | 99.44% | 99.44% |
12.11.2024 | 0.47% | 1.86 CHF | 1.87 CHF | 24'000 | 24'000 | 22'818 | 22'818 | 49'367 CHF | 49'596 CHF | 100.00% | 100.00% |
11.11.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 22'000 | 22'000 | 21'868 | 21'868 | 50'630 CHF | 50'849 CHF | 100.00% | 100.00% |
08.11.2024 | 0.46% | 2.22 CHF | 2.23 CHF | 23'000 | 23'000 | 22'785 | 22'785 | 50'100 CHF | 50'328 CHF | 100.00% | 100.00% |
07.11.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 23'000 | 23'000 | 22'784 | 22'784 | 50'921 CHF | 51'150 CHF | 100.00% | 100.00% |