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 | 0.76% | 1.29 CHF | 1.30 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 30'235 CHF | 30'463 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 1.29 CHF | 1.30 CHF | 23'000 | 23'000 | 22'780 | 22'780 | 28'741 CHF | 28'969 CHF | 98.78% | 98.78% |
18.11.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 29'445 CHF | 29'673 CHF | 100.00% | 100.00% |
15.11.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 23'000 | 23'000 | 23'000 | 23'000 | 30'515 CHF | 30'745 CHF | 71.61% | 71.61% |
14.11.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 29'664 CHF | 29'892 CHF | 100.00% | 100.00% |
13.11.2024 | 0.78% | 1.34 CHF | 1.35 CHF | 23'000 | 23'000 | 22'782 | 22'782 | 29'473 CHF | 29'701 CHF | 99.28% | 99.28% |
12.11.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 23'000 | 23'000 | 22'784 | 22'784 | 30'094 CHF | 30'322 CHF | 100.00% | 100.00% |
11.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 23'000 | 23'000 | 22'231 | 22'231 | 30'814 CHF | 31'037 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 23'000 | 23'000 | 22'784 | 22'784 | 30'493 CHF | 30'721 CHF | 100.00% | 100.00% |
07.11.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 23'000 | 23'000 | 22'785 | 22'785 | 30'075 CHF | 30'303 CHF | 100.00% | 100.00% |