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 | 0,70% | 1,39 CHF | 1,40 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 32 566 CHF | 32 795 CHF | 100,00% | 100,00% |
19/11/2024 | 0,74% | 1,39 CHF | 1,40 CHF | 23 000 | 23 000 | 22 780 | 22 780 | 31 057 CHF | 31 285 CHF | 98,77% | 98,77% |
18/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 23 000 | 23 000 | 22 784 | 22 784 | 31 777 CHF | 32 005 CHF | 100,00% | 100,00% |
15/11/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 23 000 | 23 000 | 23 000 | 23 000 | 32 857 CHF | 33 087 CHF | 71,63% | 71,63% |
14/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 31 995 CHF | 32 223 CHF | 100,00% | 100,00% |
13/11/2024 | 0,72% | 1,44 CHF | 1,45 CHF | 23 000 | 23 000 | 22 782 | 22 782 | 31 789 CHF | 32 017 CHF | 99,27% | 99,27% |
12/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 23 000 | 23 000 | 22 784 | 22 784 | 32 424 CHF | 32 652 CHF | 100,00% | 100,00% |
11/11/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 23 000 | 23 000 | 22 258 | 22 258 | 33 135 CHF | 33 358 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 23 000 | 23 000 | 22 785 | 22 785 | 32 836 CHF | 33 064 CHF | 100,00% | 100,00% |
07/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 23 000 | 23 000 | 22 784 | 22 784 | 32 413 CHF | 32 641 CHF | 100,00% | 100,00% |