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 | 0.82% | 1.18 CHF | 1.19 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 27'842 CHF | 28'070 CHF | 100.00% | 100.00% |
19.11.2024 | 0.87% | 1.18 CHF | 1.19 CHF | 23'000 | 23'000 | 22'780 | 22'780 | 26'346 CHF | 26'574 CHF | 98.77% | 98.77% |
18.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 27'072 CHF | 27'301 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 23'000 | 23'000 | 23'000 | 23'000 | 28'107 CHF | 28'337 CHF | 71.78% | 71.78% |
14.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 27'291 CHF | 27'519 CHF | 100.00% | 100.00% |
13.11.2024 | 0.85% | 1.24 CHF | 1.25 CHF | 23'000 | 23'000 | 22'782 | 22'782 | 27'085 CHF | 27'313 CHF | 99.26% | 99.26% |
12.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 27'710 CHF | 27'938 CHF | 100.00% | 100.00% |
11.11.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 23'000 | 23'000 | 22'246 | 22'246 | 28'530 CHF | 28'753 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 23'000 | 23'000 | 22'784 | 22'784 | 28'120 CHF | 28'348 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 23'000 | 23'000 | 22'785 | 22'785 | 27'702 CHF | 27'931 CHF | 100.00% | 100.00% |