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 | 0,76% | 1,29 CHF | 1,30 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 30 235 CHF | 30 463 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 1,29 CHF | 1,30 CHF | 23 000 | 23 000 | 22 780 | 22 780 | 28 741 CHF | 28 969 CHF | 98,78% | 98,78% |
18/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 29 445 CHF | 29 673 CHF | 100,00% | 100,00% |
15/11/2024 | 0,75% | 1,31 CHF | 1,32 CHF | 23 000 | 23 000 | 23 000 | 23 000 | 30 515 CHF | 30 745 CHF | 71,61% | 71,61% |
14/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 29 664 CHF | 29 892 CHF | 100,00% | 100,00% |
13/11/2024 | 0,78% | 1,34 CHF | 1,35 CHF | 23 000 | 23 000 | 22 782 | 22 782 | 29 473 CHF | 29 701 CHF | 99,28% | 99,28% |
12/11/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 23 000 | 23 000 | 22 784 | 22 784 | 30 094 CHF | 30 322 CHF | 100,00% | 100,00% |
11/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 23 000 | 23 000 | 22 231 | 22 231 | 30 814 CHF | 31 037 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 23 000 | 23 000 | 22 784 | 22 784 | 30 493 CHF | 30 721 CHF | 100,00% | 100,00% |
07/11/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 23 000 | 23 000 | 22 785 | 22 785 | 30 075 CHF | 30 303 CHF | 100,00% | 100,00% |