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 | 0,51% | 1,95 CHF | 1,96 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 45 326 CHF | 45 554 CHF | 100,00% | 100,00% |
19/11/2024 | 0,52% | 1,95 CHF | 1,96 CHF | 23 000 | 23 000 | 22 780 | 22 780 | 43 825 CHF | 44 053 CHF | 98,77% | 98,77% |
18/11/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 44 540 CHF | 44 768 CHF | 100,00% | 100,00% |
15/11/2024 | 0,50% | 1,97 CHF | 1,98 CHF | 23 000 | 23 000 | 23 000 | 23 000 | 45 739 CHF | 45 969 CHF | 71,36% | 71,36% |
14/11/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 44 748 CHF | 44 977 CHF | 100,00% | 100,00% |
13/11/2024 | 0,52% | 2,00 CHF | 2,01 CHF | 23 000 | 23 000 | 22 782 | 22 782 | 44 541 CHF | 44 769 CHF | 99,27% | 99,27% |
12/11/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 45 166 CHF | 45 394 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 23 000 | 23 000 | 22 261 | 22 261 | 45 602 CHF | 45 825 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 23 000 | 23 000 | 22 784 | 22 784 | 45 558 CHF | 45 786 CHF | 100,00% | 100,00% |
07/11/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 23 000 | 23 000 | 22 785 | 22 785 | 45 149 CHF | 45 378 CHF | 100,00% | 100,00% |