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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.10.2024 | 100.50% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'956'300 | 2'954'700 | 14'782 CHF | 44'380 CHF | 100.00% | 100.00% |
29.10.2024 | 100.93% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'936'580 | 2'936'580 | 14'683 CHF | 44'295 CHF | 99.73% | 99.73% |
28.10.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'955'060 | 2'906'510 | 14'775 CHF | 43'660 CHF | 99.89% | 99.89% |
25.10.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'954'860 | 2'954'860 | 14'774 CHF | 44'385 CHF | 100.00% | 100.00% |
24.10.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'955'010 | 2'955'010 | 14'775 CHF | 44'388 CHF | 100.00% | 100.00% |
23.10.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'955'010 | 2'955'010 | 14'775 CHF | 44'388 CHF | 100.00% | 100.00% |
22.10.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'955'000 | 2'955'000 | 14'775 CHF | 44'388 CHF | 99.90% | 99.90% |
21.10.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'955'180 | 2'955'180 | 14'776 CHF | 44'390 CHF | 100.00% | 100.00% |
18.10.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'954'870 | 2'944'090 | 14'774 CHF | 44'224 CHF | 99.90% | 99.90% |
17.10.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'954'900 | 2'954'900 | 14'775 CHF | 44'386 CHF | 100.00% | 100.00% |