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 | 0,49% | 2,00 CHF | 2,01 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 46 489 CHF | 46 717 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 2,00 CHF | 2,01 CHF | 23 000 | 23 000 | 22 780 | 22 780 | 44 971 CHF | 45 199 CHF | 98,77% | 98,77% |
18/11/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 23 000 | 23 000 | 22 784 | 22 784 | 45 707 CHF | 45 935 CHF | 100,00% | 100,00% |
15/11/2024 | 0,49% | 2,02 CHF | 2,03 CHF | 23 000 | 23 000 | 23 000 | 23 000 | 46 917 CHF | 47 147 CHF | 71,49% | 71,49% |
14/11/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 45 898 CHF | 46 126 CHF | 100,00% | 100,00% |
13/11/2024 | 0,50% | 2,05 CHF | 2,06 CHF | 23 000 | 23 000 | 22 782 | 22 782 | 45 695 CHF | 45 923 CHF | 99,27% | 99,27% |
12/11/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 46 326 CHF | 46 554 CHF | 100,00% | 100,00% |
11/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 23 000 | 23 000 | 22 258 | 22 258 | 46 716 CHF | 46 939 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 23 000 | 23 000 | 22 785 | 22 785 | 46 735 CHF | 46 963 CHF | 100,00% | 100,00% |
07/11/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 23 000 | 23 000 | 22 785 | 22 785 | 46 306 CHF | 46 534 CHF | 100,00% | 100,00% |