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 | 0,82% | 1,18 CHF | 1,19 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 27 842 CHF | 28 070 CHF | 100,00% | 100,00% |
19/11/2024 | 0,87% | 1,18 CHF | 1,19 CHF | 23 000 | 23 000 | 22 780 | 22 780 | 26 346 CHF | 26 574 CHF | 98,77% | 98,77% |
18/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 27 072 CHF | 27 301 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 23 000 | 23 000 | 23 000 | 23 000 | 28 107 CHF | 28 337 CHF | 71,78% | 71,78% |
14/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 27 291 CHF | 27 519 CHF | 100,00% | 100,00% |
13/11/2024 | 0,85% | 1,24 CHF | 1,25 CHF | 23 000 | 23 000 | 22 782 | 22 782 | 27 085 CHF | 27 313 CHF | 99,26% | 99,26% |
12/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 27 710 CHF | 27 938 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 23 000 | 23 000 | 22 246 | 22 246 | 28 530 CHF | 28 753 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 23 000 | 23 000 | 22 784 | 22 784 | 28 120 CHF | 28 348 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 23 000 | 23 000 | 22 785 | 22 785 | 27 702 CHF | 27 931 CHF | 100,00% | 100,00% |