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 | 0,56% | 1,75 CHF | 1,76 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 40 855 CHF | 41 083 CHF | 100,00% | 100,00% |
19/11/2024 | 0,58% | 1,75 CHF | 1,76 CHF | 23 000 | 23 000 | 22 779 | 22 779 | 39 354 CHF | 39 582 CHF | 98,75% | 98,75% |
18/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 23 000 | 23 000 | 22 782 | 22 782 | 40 063 CHF | 40 291 CHF | 100,00% | 100,00% |
15/11/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 23 000 | 23 000 | 23 000 | 23 000 | 41 223 CHF | 41 453 CHF | 71,70% | 71,70% |
14/11/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 23 000 | 23 000 | 22 782 | 22 782 | 40 287 CHF | 40 516 CHF | 100,00% | 100,00% |
13/11/2024 | 0,57% | 1,81 CHF | 1,82 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 40 082 CHF | 40 310 CHF | 99,26% | 99,26% |
12/11/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 23 000 | 23 000 | 22 784 | 22 784 | 40 699 CHF | 40 928 CHF | 100,00% | 100,00% |
11/11/2024 | 0,54% | 1,83 CHF | 1,84 CHF | 23 000 | 23 000 | 22 246 | 22 246 | 41 206 CHF | 41 429 CHF | 100,00% | 100,00% |
08/11/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 23 000 | 23 000 | 22 784 | 22 784 | 41 101 CHF | 41 329 CHF | 100,00% | 100,00% |
07/11/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 23 000 | 23 000 | 22 785 | 22 785 | 40 680 CHF | 40 908 CHF | 100,00% | 100,00% |