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 | 0.56% | 1.75 CHF | 1.76 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 40'855 CHF | 41'083 CHF | 100.00% | 100.00% |
19.11.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 23'000 | 23'000 | 22'779 | 22'779 | 39'354 CHF | 39'582 CHF | 98.75% | 98.75% |
18.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 23'000 | 23'000 | 22'782 | 22'782 | 40'063 CHF | 40'291 CHF | 100.00% | 100.00% |
15.11.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 23'000 | 23'000 | 23'000 | 23'000 | 41'223 CHF | 41'453 CHF | 71.70% | 71.70% |
14.11.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 23'000 | 23'000 | 22'782 | 22'782 | 40'287 CHF | 40'516 CHF | 100.00% | 100.00% |
13.11.2024 | 0.57% | 1.81 CHF | 1.82 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 40'082 CHF | 40'310 CHF | 99.26% | 99.26% |
12.11.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 23'000 | 23'000 | 22'784 | 22'784 | 40'699 CHF | 40'928 CHF | 100.00% | 100.00% |
11.11.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 23'000 | 23'000 | 22'246 | 22'246 | 41'206 CHF | 41'429 CHF | 100.00% | 100.00% |
08.11.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 23'000 | 23'000 | 22'784 | 22'784 | 41'101 CHF | 41'329 CHF | 100.00% | 100.00% |
07.11.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 23'000 | 23'000 | 22'785 | 22'785 | 40'680 CHF | 40'908 CHF | 100.00% | 100.00% |