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 | 0,60% | 1,67 CHF | 1,68 CHF | 24 000 | 24 000 | 23 774 | 23 774 | 40 008 CHF | 40 246 CHF | 100,00% | 100,00% |
19/11/2024 | 0,58% | 1,67 CHF | 1,68 CHF | 24 000 | 24 000 | 23 772 | 23 772 | 41 213 CHF | 41 451 CHF | 98,92% | 98,92% |
18/11/2024 | 0,60% | 1,79 CHF | 1,80 CHF | 24 000 | 24 000 | 23 863 | 23 863 | 40 114 CHF | 40 353 CHF | 100,00% | 100,00% |
15/11/2024 | 0,59% | 1,62 CHF | 1,63 CHF | 25 000 | 25 000 | 24 137 | 24 137 | 40 510 CHF | 40 752 CHF | 72,14% | 72,14% |
14/11/2024 | 0,58% | 1,79 CHF | 1,80 CHF | 24 000 | 24 000 | 23 774 | 23 774 | 41 165 CHF | 41 403 CHF | 100,00% | 100,00% |
13/11/2024 | 0,62% | 1,88 CHF | 1,89 CHF | 24 000 | 24 000 | 24 299 | 24 299 | 39 633 CHF | 39 876 CHF | 99,44% | 99,44% |
12/11/2024 | 0,47% | 1,86 CHF | 1,87 CHF | 24 000 | 24 000 | 22 818 | 22 818 | 49 367 CHF | 49 596 CHF | 100,00% | 100,00% |
11/11/2024 | 0,44% | 2,31 CHF | 2,32 CHF | 22 000 | 22 000 | 21 868 | 21 868 | 50 630 CHF | 50 849 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 2,22 CHF | 2,23 CHF | 23 000 | 23 000 | 22 785 | 22 785 | 50 100 CHF | 50 328 CHF | 100,00% | 100,00% |
07/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 23 000 | 23 000 | 22 784 | 22 784 | 50 921 CHF | 51 150 CHF | 100,00% | 100,00% |