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 | 22'782 | 22'782 | 36'929 CHF | 37'157 CHF | 100.00% | 100.00% |
19.11.2024 | 0.65% | 1.58 CHF | 1.59 CHF | 23'000 | 23'000 | 22'780 | 22'780 | 35'424 CHF | 35'652 CHF | 98.77% | 98.77% |
18.11.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 23'000 | 23'000 | 22'784 | 22'784 | 36'147 CHF | 36'375 CHF | 100.00% | 100.00% |
15.11.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 23'000 | 23'000 | 23'000 | 23'000 | 37'260 CHF | 37'490 CHF | 71.76% | 71.76% |
14.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 36'348 CHF | 36'576 CHF | 100.00% | 100.00% |
13.11.2024 | 0.63% | 1.63 CHF | 1.64 CHF | 23'000 | 23'000 | 22'782 | 22'782 | 36'143 CHF | 36'371 CHF | 99.27% | 99.27% |
12.11.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 36'775 CHF | 37'003 CHF | 100.00% | 100.00% |
11.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 23'000 | 23'000 | 22'252 | 22'252 | 37'388 CHF | 37'611 CHF | 100.00% | 100.00% |
08.11.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 23'000 | 23'000 | 22'785 | 22'785 | 37'182 CHF | 37'410 CHF | 100.00% | 100.00% |
07.11.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 23'000 | 23'000 | 22'784 | 22'784 | 36'762 CHF | 36'990 CHF | 100.00% | 100.00% |