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 | 0,58% | 1,68 CHF | 1,69 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 39 246 CHF | 39 474 CHF | 100,00% | 100,00% |
19/11/2024 | 0,61% | 1,68 CHF | 1,69 CHF | 23 000 | 23 000 | 22 780 | 22 780 | 37 749 CHF | 37 977 CHF | 98,75% | 98,75% |
18/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 23 000 | 23 000 | 22 784 | 22 784 | 38 464 CHF | 38 693 CHF | 100,00% | 100,00% |
15/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 23 000 | 23 000 | 23 000 | 23 000 | 39 606 CHF | 39 836 CHF | 71,73% | 71,73% |
14/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 38 682 CHF | 38 911 CHF | 100,00% | 100,00% |
13/11/2024 | 0,60% | 1,74 CHF | 1,75 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 38 477 CHF | 38 705 CHF | 99,23% | 99,23% |
12/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 39 102 CHF | 39 330 CHF | 100,00% | 100,00% |
11/11/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 23 000 | 23 000 | 22 247 | 22 247 | 39 644 CHF | 39 867 CHF | 100,00% | 100,00% |
08/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 23 000 | 23 000 | 22 784 | 22 784 | 39 502 CHF | 39 730 CHF | 100,00% | 100,00% |
07/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 23 000 | 23 000 | 22 785 | 22 785 | 39 081 CHF | 39 309 CHF | 100,00% | 100,00% |