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 | 0,53% | 1,88 CHF | 1,89 CHF | 24 000 | 24 000 | 23 775 | 23 775 | 44 978 CHF | 45 216 CHF | 100,00% | 100,00% |
19/11/2024 | 0,52% | 1,88 CHF | 1,89 CHF | 24 000 | 24 000 | 23 773 | 23 773 | 46 181 CHF | 46 419 CHF | 98,91% | 98,91% |
18/11/2024 | 0,53% | 2,00 CHF | 2,01 CHF | 24 000 | 24 000 | 23 858 | 23 858 | 45 095 CHF | 45 333 CHF | 100,00% | 100,00% |
15/11/2024 | 0,53% | 1,83 CHF | 1,84 CHF | 25 000 | 25 000 | 24 143 | 24 143 | 45 586 CHF | 45 828 CHF | 71,91% | 71,91% |
14/11/2024 | 0,52% | 2,00 CHF | 2,01 CHF | 24 000 | 24 000 | 23 774 | 23 774 | 46 127 CHF | 46 365 CHF | 100,00% | 100,00% |
13/11/2024 | 0,55% | 2,09 CHF | 2,10 CHF | 24 000 | 24 000 | 24 303 | 24 303 | 44 722 CHF | 44 965 CHF | 99,44% | 99,44% |
12/11/2024 | 0,43% | 2,07 CHF | 2,08 CHF | 24 000 | 24 000 | 22 818 | 22 818 | 54 136 CHF | 54 364 CHF | 100,00% | 100,00% |
11/11/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 22 000 | 22 000 | 21 864 | 21 864 | 55 196 CHF | 55 415 CHF | 100,00% | 100,00% |
08/11/2024 | 0,42% | 2,43 CHF | 2,44 CHF | 23 000 | 23 000 | 22 785 | 22 785 | 54 869 CHF | 55 097 CHF | 100,00% | 100,00% |
07/11/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 23 000 | 23 000 | 22 785 | 22 785 | 55 678 CHF | 55 906 CHF | 100,00% | 100,00% |