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 | 0.56% | 1.75 CHF | 1.76 CHF | 50'000 | 50'000 | 34'344 | 30'430 | 60'908 CHF | 54'259 CHF | 99.65% | 99.65% |
19.11.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 50'000 | 50'000 | 34'344 | 30'430 | 60'807 CHF | 54'202 CHF | 99.66% | 99.66% |
18.11.2024 | 0.57% | 1.79 CHF | 1.80 CHF | 50'000 | 50'000 | 34'344 | 30'430 | 60'114 CHF | 53'613 CHF | 99.66% | 99.66% |
15.11.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 50'000 | 50'000 | 34'344 | 30'429 | 60'065 CHF | 53'497 CHF | 99.66% | 99.66% |
14.11.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 50'000 | 50'000 | 34'344 | 30'430 | 59'655 CHF | 53'192 CHF | 99.66% | 99.66% |
13.11.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 34'765 | 30'956 | 59'079 CHF | 52'925 CHF | 90.87% | 90.87% |
12.11.2024 | 0.59% | 1.73 CHF | 1.74 CHF | 50'000 | 50'000 | 34'344 | 30'430 | 58'537 CHF | 52'180 CHF | 99.66% | 99.66% |
11.11.2024 | 0.58% | 1.68 CHF | 1.69 CHF | 50'000 | 50'000 | 34'391 | 30'489 | 59'379 CHF | 52'880 CHF | 98.60% | 98.60% |
08.11.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 50'000 | 50'000 | 34'344 | 30'430 | 60'115 CHF | 53'572 CHF | 99.65% | 99.65% |
07.11.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 34'344 | 30'430 | 58'134 CHF | 51'857 CHF | 99.66% | 99.66% |