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 | 0,67% | 1,47 CHF | 1,48 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 34 461 CHF | 34 689 CHF | 100,00% | 100,00% |
19/11/2024 | 0,70% | 1,47 CHF | 1,48 CHF | 23 000 | 23 000 | 22 780 | 22 780 | 32 965 CHF | 33 193 CHF | 98,74% | 98,74% |
18/11/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 33 685 CHF | 33 913 CHF | 100,00% | 100,00% |
15/11/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 23 000 | 23 000 | 23 000 | 23 000 | 34 786 CHF | 35 016 CHF | 71,57% | 71,57% |
14/11/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 33 915 CHF | 34 143 CHF | 100,00% | 100,00% |
13/11/2024 | 0,68% | 1,53 CHF | 1,54 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 33 711 CHF | 33 939 CHF | 99,26% | 99,26% |
12/11/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 34 328 CHF | 34 557 CHF | 100,00% | 100,00% |
11/11/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 23 000 | 23 000 | 22 246 | 22 246 | 34 982 CHF | 35 205 CHF | 100,00% | 100,00% |
08/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 23 000 | 23 000 | 22 784 | 22 784 | 34 727 CHF | 34 955 CHF | 100,00% | 100,00% |
07/11/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 23 000 | 23 000 | 22 785 | 22 785 | 34 310 CHF | 34 538 CHF | 100,00% | 100,00% |