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 | 0.58% | 1.68 CHF | 1.69 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 39'246 CHF | 39'474 CHF | 100.00% | 100.00% |
19.11.2024 | 0.61% | 1.68 CHF | 1.69 CHF | 23'000 | 23'000 | 22'780 | 22'780 | 37'749 CHF | 37'977 CHF | 98.75% | 98.75% |
18.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 23'000 | 23'000 | 22'784 | 22'784 | 38'464 CHF | 38'693 CHF | 100.00% | 100.00% |
15.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 23'000 | 23'000 | 23'000 | 23'000 | 39'606 CHF | 39'836 CHF | 71.73% | 71.73% |
14.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 38'682 CHF | 38'911 CHF | 100.00% | 100.00% |
13.11.2024 | 0.60% | 1.74 CHF | 1.75 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 38'477 CHF | 38'705 CHF | 99.23% | 99.23% |
12.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 39'102 CHF | 39'330 CHF | 100.00% | 100.00% |
11.11.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 23'000 | 23'000 | 22'247 | 22'247 | 39'644 CHF | 39'867 CHF | 100.00% | 100.00% |
08.11.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 23'000 | 23'000 | 22'784 | 22'784 | 39'502 CHF | 39'730 CHF | 100.00% | 100.00% |
07.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 23'000 | 23'000 | 22'785 | 22'785 | 39'081 CHF | 39'309 CHF | 100.00% | 100.00% |