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 | 0.62% | 1.58 CHF | 1.59 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 36'844 CHF | 37'072 CHF | 100.00% | 100.00% |
19.11.2024 | 0.65% | 1.58 CHF | 1.59 CHF | 23'000 | 23'000 | 22'780 | 22'780 | 35'348 CHF | 35'576 CHF | 98.74% | 98.74% |
18.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 36'065 CHF | 36'293 CHF | 100.00% | 100.00% |
15.11.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 23'000 | 23'000 | 23'000 | 23'000 | 37'184 CHF | 37'414 CHF | 71.57% | 71.57% |
14.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 36'288 CHF | 36'516 CHF | 100.00% | 100.00% |
13.11.2024 | 0.64% | 1.63 CHF | 1.64 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 36'080 CHF | 36'309 CHF | 99.27% | 99.27% |
12.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 23'000 | 23'000 | 22'784 | 22'784 | 36'702 CHF | 36'930 CHF | 100.00% | 100.00% |
11.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 23'000 | 23'000 | 22'231 | 22'231 | 37'261 CHF | 37'484 CHF | 100.00% | 100.00% |
08.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 23'000 | 23'000 | 22'784 | 22'784 | 37'101 CHF | 37'329 CHF | 100.00% | 100.00% |
07.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 23'000 | 23'000 | 22'785 | 22'785 | 36'682 CHF | 36'911 CHF | 100.00% | 100.00% |