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 | 0.54% | 1.82 CHF | 1.83 CHF | 50'000 | 50'000 | 34'344 | 30'430 | 63'168 CHF | 56'260 CHF | 99.64% | 99.64% |
19.11.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 50'000 | 50'000 | 34'343 | 30'429 | 63'026 CHF | 56'170 CHF | 99.65% | 99.65% |
18.11.2024 | 0.55% | 1.86 CHF | 1.87 CHF | 50'000 | 50'000 | 34'343 | 30'429 | 62'363 CHF | 55'606 CHF | 99.65% | 99.65% |
15.11.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 50'000 | 50'000 | 34'343 | 30'429 | 62'307 CHF | 55'482 CHF | 99.65% | 99.65% |
14.11.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 50'000 | 50'000 | 34'343 | 30'429 | 61'938 CHF | 55'213 CHF | 99.65% | 99.65% |
13.11.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 50'000 | 50'000 | 34'736 | 30'920 | 61'315 CHF | 54'893 CHF | 91.40% | 91.40% |
12.11.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 50'000 | 50'000 | 34'343 | 30'429 | 60'800 CHF | 54'183 CHF | 99.65% | 99.65% |
11.11.2024 | 0.55% | 1.75 CHF | 1.76 CHF | 50'000 | 50'000 | 34'391 | 30'489 | 61'647 CHF | 54'889 CHF | 98.59% | 98.59% |
08.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 50'000 | 50'000 | 34'343 | 30'429 | 62'329 CHF | 55'532 CHF | 99.64% | 99.64% |
07.11.2024 | 0.57% | 1.79 CHF | 1.80 CHF | 50'000 | 50'000 | 34'343 | 30'429 | 60'375 CHF | 53'843 CHF | 99.65% | 99.65% |