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 | 0,62% | 1,58 CHF | 1,59 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 36 844 CHF | 37 072 CHF | 100,00% | 100,00% |
19/11/2024 | 0,65% | 1,58 CHF | 1,59 CHF | 23 000 | 23 000 | 22 780 | 22 780 | 35 348 CHF | 35 576 CHF | 98,74% | 98,74% |
18/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 36 065 CHF | 36 293 CHF | 100,00% | 100,00% |
15/11/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 23 000 | 23 000 | 23 000 | 23 000 | 37 184 CHF | 37 414 CHF | 71,57% | 71,57% |
14/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 36 288 CHF | 36 516 CHF | 100,00% | 100,00% |
13/11/2024 | 0,64% | 1,63 CHF | 1,64 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 36 080 CHF | 36 309 CHF | 99,27% | 99,27% |
12/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 23 000 | 23 000 | 22 784 | 22 784 | 36 702 CHF | 36 930 CHF | 100,00% | 100,00% |
11/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 23 000 | 23 000 | 22 231 | 22 231 | 37 261 CHF | 37 484 CHF | 100,00% | 100,00% |
08/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 23 000 | 23 000 | 22 784 | 22 784 | 37 101 CHF | 37 329 CHF | 100,00% | 100,00% |
07/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 23 000 | 23 000 | 22 785 | 22 785 | 36 682 CHF | 36 911 CHF | 100,00% | 100,00% |