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 | 0.51% | 1.95 CHF | 1.96 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 45'326 CHF | 45'554 CHF | 100.00% | 100.00% |
19.11.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 23'000 | 23'000 | 22'780 | 22'780 | 43'825 CHF | 44'053 CHF | 98.77% | 98.77% |
18.11.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 44'540 CHF | 44'768 CHF | 100.00% | 100.00% |
15.11.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 23'000 | 23'000 | 23'000 | 23'000 | 45'739 CHF | 45'969 CHF | 71.36% | 71.36% |
14.11.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 44'748 CHF | 44'977 CHF | 100.00% | 100.00% |
13.11.2024 | 0.52% | 2.00 CHF | 2.01 CHF | 23'000 | 23'000 | 22'782 | 22'782 | 44'541 CHF | 44'769 CHF | 99.27% | 99.27% |
12.11.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 45'166 CHF | 45'394 CHF | 100.00% | 100.00% |
11.11.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 23'000 | 23'000 | 22'261 | 22'261 | 45'602 CHF | 45'825 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 23'000 | 23'000 | 22'784 | 22'784 | 45'558 CHF | 45'786 CHF | 100.00% | 100.00% |
07.11.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 23'000 | 23'000 | 22'785 | 22'785 | 45'149 CHF | 45'378 CHF | 100.00% | 100.00% |