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 | 0,62% | 1,58 CHF | 1,59 CHF | 23 000 | 23 000 | 22 782 | 22 782 | 36 929 CHF | 37 157 CHF | 100,00% | 100,00% |
19/11/2024 | 0,65% | 1,58 CHF | 1,59 CHF | 23 000 | 23 000 | 22 780 | 22 780 | 35 424 CHF | 35 652 CHF | 98,77% | 98,77% |
18/11/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 23 000 | 23 000 | 22 784 | 22 784 | 36 147 CHF | 36 375 CHF | 100,00% | 100,00% |
15/11/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 23 000 | 23 000 | 23 000 | 23 000 | 37 260 CHF | 37 490 CHF | 71,76% | 71,76% |
14/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 36 348 CHF | 36 576 CHF | 100,00% | 100,00% |
13/11/2024 | 0,63% | 1,63 CHF | 1,64 CHF | 23 000 | 23 000 | 22 782 | 22 782 | 36 143 CHF | 36 371 CHF | 99,27% | 99,27% |
12/11/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 36 775 CHF | 37 003 CHF | 100,00% | 100,00% |
11/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 23 000 | 23 000 | 22 252 | 22 252 | 37 388 CHF | 37 611 CHF | 100,00% | 100,00% |
08/11/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 23 000 | 23 000 | 22 785 | 22 785 | 37 182 CHF | 37 410 CHF | 100,00% | 100,00% |
07/11/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 23 000 | 23 000 | 22 784 | 22 784 | 36 762 CHF | 36 990 CHF | 100,00% | 100,00% |