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 | 0.59% | 1.66 CHF | 1.67 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 38'703 CHF | 38'931 CHF | 100.00% | 100.00% |
19.11.2024 | 0.62% | 1.66 CHF | 1.67 CHF | 23'000 | 23'000 | 22'780 | 22'780 | 37'200 CHF | 37'428 CHF | 98.75% | 98.75% |
18.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 23'000 | 23'000 | 22'784 | 22'784 | 37'919 CHF | 38'147 CHF | 100.00% | 100.00% |
15.11.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 23'000 | 23'000 | 23'000 | 23'000 | 39'059 CHF | 39'289 CHF | 71.55% | 71.55% |
14.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 38'133 CHF | 38'361 CHF | 100.00% | 100.00% |
13.11.2024 | 0.60% | 1.71 CHF | 1.72 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 37'934 CHF | 38'162 CHF | 99.27% | 99.27% |
12.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 38'552 CHF | 38'780 CHF | 100.00% | 100.00% |
11.11.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 23'000 | 23'000 | 22'231 | 22'231 | 39'072 CHF | 39'294 CHF | 100.00% | 100.00% |
08.11.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 23'000 | 23'000 | 22'784 | 22'784 | 38'950 CHF | 39'178 CHF | 100.00% | 100.00% |
07.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 23'000 | 23'000 | 22'785 | 22'785 | 38'541 CHF | 38'769 CHF | 100.00% | 100.00% |