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 | 0.58% | 1.68 CHF | 1.69 CHF | 50'000 | 50'000 | 34'342 | 30'428 | 58'666 CHF | 52'269 CHF | 99.62% | 99.62% |
19.11.2024 | 0.59% | 1.73 CHF | 1.74 CHF | 50'000 | 50'000 | 34'384 | 30'428 | 58'614 CHF | 52'199 CHF | 99.63% | 99.63% |
18.11.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 35'084 | 30'427 | 59'102 CHF | 51'622 CHF | 99.63% | 99.63% |
15.11.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 50'000 | 50'000 | 34'343 | 30'428 | 57'793 CHF | 51'482 CHF | 99.63% | 99.63% |
14.11.2024 | 0.60% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 38'734 | 30'428 | 64'711 CHF | 51'210 CHF | 99.63% | 99.63% |
13.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 42'371 | 30'927 | 69'262 CHF | 50'877 CHF | 91.23% | 91.23% |
12.11.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 50'000 | 50'000 | 42'172 | 30'431 | 69'152 CHF | 50'224 CHF | 99.64% | 99.64% |
11.11.2024 | 0.60% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 34'472 | 30'487 | 57'314 CHF | 50'925 CHF | 98.57% | 98.57% |
08.11.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 50'000 | 50'000 | 34'342 | 30'428 | 57'914 CHF | 51'619 CHF | 99.62% | 99.62% |
07.11.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 50'000 | 50'000 | 42'171 | 30'427 | 68'600 CHF | 49'911 CHF | 99.63% | 99.63% |