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 | 0.53% | 1.85 CHF | 1.86 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 43'047 CHF | 43'276 CHF | 100.00% | 100.00% |
19.11.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 23'000 | 23'000 | 22'780 | 22'780 | 41'548 CHF | 41'776 CHF | 98.75% | 98.75% |
18.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 42'274 CHF | 42'502 CHF | 100.00% | 100.00% |
15.11.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 23'000 | 23'000 | 23'000 | 23'000 | 43'438 CHF | 43'668 CHF | 71.43% | 71.43% |
14.11.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 42'470 CHF | 42'698 CHF | 100.00% | 100.00% |
13.11.2024 | 0.54% | 1.90 CHF | 1.91 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 42'270 CHF | 42'499 CHF | 99.27% | 99.27% |
12.11.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 23'000 | 23'000 | 22'784 | 22'784 | 42'903 CHF | 43'131 CHF | 100.00% | 100.00% |
11.11.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 23'000 | 23'000 | 22'261 | 22'261 | 43'379 CHF | 43'601 CHF | 100.00% | 100.00% |
08.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 23'000 | 23'000 | 22'784 | 22'784 | 43'288 CHF | 43'516 CHF | 100.00% | 100.00% |
07.11.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 23'000 | 23'000 | 22'785 | 22'785 | 42'889 CHF | 43'117 CHF | 100.00% | 100.00% |