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 | 0.70% | 1.39 CHF | 1.40 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 32'566 CHF | 32'795 CHF | 100.00% | 100.00% |
19.11.2024 | 0.74% | 1.39 CHF | 1.40 CHF | 23'000 | 23'000 | 22'780 | 22'780 | 31'057 CHF | 31'285 CHF | 98.77% | 98.77% |
18.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 23'000 | 23'000 | 22'784 | 22'784 | 31'777 CHF | 32'005 CHF | 100.00% | 100.00% |
15.11.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 23'000 | 23'000 | 23'000 | 23'000 | 32'857 CHF | 33'087 CHF | 71.63% | 71.63% |
14.11.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 31'995 CHF | 32'223 CHF | 100.00% | 100.00% |
13.11.2024 | 0.72% | 1.44 CHF | 1.45 CHF | 23'000 | 23'000 | 22'782 | 22'782 | 31'789 CHF | 32'017 CHF | 99.27% | 99.27% |
12.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 23'000 | 23'000 | 22'784 | 22'784 | 32'424 CHF | 32'652 CHF | 100.00% | 100.00% |
11.11.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 23'000 | 23'000 | 22'258 | 22'258 | 33'135 CHF | 33'358 CHF | 100.00% | 100.00% |
08.11.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 23'000 | 23'000 | 22'785 | 22'785 | 32'836 CHF | 33'064 CHF | 100.00% | 100.00% |
07.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 23'000 | 23'000 | 22'784 | 22'784 | 32'413 CHF | 32'641 CHF | 100.00% | 100.00% |