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 | 0.65% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 42'172 | 30'430 | 64'589 CHF | 46'880 CHF | 99.66% | 99.66% |
19.11.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 50'000 | 50'000 | 42'172 | 30'430 | 64'393 CHF | 46'823 CHF | 99.66% | 99.66% |
18.11.2024 | 0.66% | 1.55 CHF | 1.56 CHF | 50'000 | 50'000 | 42'172 | 30'429 | 63'447 CHF | 46'202 CHF | 99.66% | 99.66% |
15.11.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 42'172 | 30'430 | 63'533 CHF | 46'081 CHF | 99.66% | 99.66% |
14.11.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 42'172 | 30'430 | 62'948 CHF | 45'799 CHF | 99.66% | 99.66% |
13.11.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 42'231 | 30'577 | 61'545 CHF | 44'880 CHF | 97.05% | 97.05% |
12.11.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 42'172 | 30'430 | 61'686 CHF | 44'838 CHF | 99.66% | 99.66% |
11.11.2024 | 0.67% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 42'196 | 30'489 | 62'836 CHF | 45'541 CHF | 98.60% | 98.60% |
08.11.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 42'172 | 30'430 | 63'737 CHF | 46'302 CHF | 99.66% | 99.66% |
07.11.2024 | 0.69% | 1.48 CHF | 1.49 CHF | 50'000 | 50'000 | 42'172 | 30'430 | 61'202 CHF | 44'577 CHF | 99.66% | 99.66% |