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 | 0,55% | 1,79 CHF | 1,80 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 41 590 CHF | 41 819 CHF | 100,00% | 100,00% |
19/11/2024 | 0,57% | 1,78 CHF | 1,79 CHF | 23 000 | 23 000 | 22 780 | 22 780 | 40 093 CHF | 40 321 CHF | 98,74% | 98,74% |
18/11/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 40 806 CHF | 41 034 CHF | 100,00% | 100,00% |
15/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 23 000 | 23 000 | 23 000 | 23 000 | 41 954 CHF | 42 184 CHF | 71,57% | 71,57% |
14/11/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 41 024 CHF | 41 252 CHF | 100,00% | 100,00% |
13/11/2024 | 0,56% | 1,84 CHF | 1,85 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 40 826 CHF | 41 054 CHF | 99,27% | 99,27% |
12/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 41 434 CHF | 41 662 CHF | 100,00% | 100,00% |
11/11/2024 | 0,53% | 1,86 CHF | 1,87 CHF | 23 000 | 23 000 | 22 220 | 22 220 | 41 865 CHF | 42 087 CHF | 100,00% | 100,00% |
08/11/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 23 000 | 23 000 | 22 784 | 22 784 | 41 834 CHF | 42 062 CHF | 100,00% | 100,00% |
07/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 23 000 | 23 000 | 22 785 | 22 785 | 41 404 CHF | 41 632 CHF | 100,00% | 100,00% |