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 | 0,59% | 1,66 CHF | 1,67 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 38 703 CHF | 38 931 CHF | 100,00% | 100,00% |
19/11/2024 | 0,62% | 1,66 CHF | 1,67 CHF | 23 000 | 23 000 | 22 780 | 22 780 | 37 200 CHF | 37 428 CHF | 98,75% | 98,75% |
18/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 23 000 | 23 000 | 22 784 | 22 784 | 37 919 CHF | 38 147 CHF | 100,00% | 100,00% |
15/11/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 23 000 | 23 000 | 23 000 | 23 000 | 39 059 CHF | 39 289 CHF | 71,55% | 71,55% |
14/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 38 133 CHF | 38 361 CHF | 100,00% | 100,00% |
13/11/2024 | 0,60% | 1,71 CHF | 1,72 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 37 934 CHF | 38 162 CHF | 99,27% | 99,27% |
12/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 38 552 CHF | 38 780 CHF | 100,00% | 100,00% |
11/11/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 23 000 | 23 000 | 22 231 | 22 231 | 39 072 CHF | 39 294 CHF | 100,00% | 100,00% |
08/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 23 000 | 23 000 | 22 784 | 22 784 | 38 950 CHF | 39 178 CHF | 100,00% | 100,00% |
07/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 23 000 | 23 000 | 22 785 | 22 785 | 38 541 CHF | 38 769 CHF | 100,00% | 100,00% |