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 | 0.67% | 1.47 CHF | 1.48 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 34'461 CHF | 34'689 CHF | 100.00% | 100.00% |
19.11.2024 | 0.70% | 1.47 CHF | 1.48 CHF | 23'000 | 23'000 | 22'780 | 22'780 | 32'965 CHF | 33'193 CHF | 98.74% | 98.74% |
18.11.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 33'685 CHF | 33'913 CHF | 100.00% | 100.00% |
15.11.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 23'000 | 23'000 | 23'000 | 23'000 | 34'786 CHF | 35'016 CHF | 71.57% | 71.57% |
14.11.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 33'915 CHF | 34'143 CHF | 100.00% | 100.00% |
13.11.2024 | 0.68% | 1.53 CHF | 1.54 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 33'711 CHF | 33'939 CHF | 99.26% | 99.26% |
12.11.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 34'328 CHF | 34'557 CHF | 100.00% | 100.00% |
11.11.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 23'000 | 23'000 | 22'246 | 22'246 | 34'982 CHF | 35'205 CHF | 100.00% | 100.00% |
08.11.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 23'000 | 23'000 | 22'784 | 22'784 | 34'727 CHF | 34'955 CHF | 100.00% | 100.00% |
07.11.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 23'000 | 23'000 | 22'785 | 22'785 | 34'310 CHF | 34'538 CHF | 100.00% | 100.00% |