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 | 0,53% | 1,85 CHF | 1,86 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 43 047 CHF | 43 276 CHF | 100,00% | 100,00% |
19/11/2024 | 0,55% | 1,85 CHF | 1,86 CHF | 23 000 | 23 000 | 22 780 | 22 780 | 41 548 CHF | 41 776 CHF | 98,75% | 98,75% |
18/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 42 274 CHF | 42 502 CHF | 100,00% | 100,00% |
15/11/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 23 000 | 23 000 | 23 000 | 23 000 | 43 438 CHF | 43 668 CHF | 71,43% | 71,43% |
14/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 42 470 CHF | 42 698 CHF | 100,00% | 100,00% |
13/11/2024 | 0,54% | 1,90 CHF | 1,91 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 42 270 CHF | 42 499 CHF | 99,27% | 99,27% |
12/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 23 000 | 23 000 | 22 784 | 22 784 | 42 903 CHF | 43 131 CHF | 100,00% | 100,00% |
11/11/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 23 000 | 23 000 | 22 261 | 22 261 | 43 379 CHF | 43 601 CHF | 100,00% | 100,00% |
08/11/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 23 000 | 23 000 | 22 784 | 22 784 | 43 288 CHF | 43 516 CHF | 100,00% | 100,00% |
07/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 23 000 | 23 000 | 22 785 | 22 785 | 42 889 CHF | 43 117 CHF | 100,00% | 100,00% |