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 | 0.55% | 1.79 CHF | 1.80 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 41'590 CHF | 41'819 CHF | 100.00% | 100.00% |
19.11.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 23'000 | 23'000 | 22'780 | 22'780 | 40'093 CHF | 40'321 CHF | 98.74% | 98.74% |
18.11.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 40'806 CHF | 41'034 CHF | 100.00% | 100.00% |
15.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 23'000 | 23'000 | 23'000 | 23'000 | 41'954 CHF | 42'184 CHF | 71.57% | 71.57% |
14.11.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 41'024 CHF | 41'252 CHF | 100.00% | 100.00% |
13.11.2024 | 0.56% | 1.84 CHF | 1.85 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 40'826 CHF | 41'054 CHF | 99.27% | 99.27% |
12.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 41'434 CHF | 41'662 CHF | 100.00% | 100.00% |
11.11.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 23'000 | 23'000 | 22'220 | 22'220 | 41'865 CHF | 42'087 CHF | 100.00% | 100.00% |
08.11.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 23'000 | 23'000 | 22'784 | 22'784 | 41'834 CHF | 42'062 CHF | 100.00% | 100.00% |
07.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 23'000 | 23'000 | 22'785 | 22'785 | 41'404 CHF | 41'632 CHF | 100.00% | 100.00% |