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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'361'800 | 1'361'800 | 1'349'410 | 1'349'410 | 13'494 CHF | 26'988 CHF | 100.00% | 100.00% |
29.10.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'169'600 | 1'169'600 | 1'160'080 | 1'160'080 | 11'601 CHF | 23'202 CHF | 100.00% | 100.00% |
28.10.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'162'600 | 1'162'600 | 1'161'860 | 1'161'860 | 11'619 CHF | 23'237 CHF | 98.82% | 98.82% |
25.10.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'139'000 | 1'139'000 | 1'139'000 | 1'139'000 | 11'390 CHF | 22'780 CHF | 99.85% | 99.85% |
24.10.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'229'500 | 1'229'500 | 1'208'560 | 1'208'560 | 12'086 CHF | 24'171 CHF | 100.00% | 100.00% |
23.10.2024 | 66.49% | 0.01 CHF | 0.02 CHF | 1'105'100 | 1'105'100 | 1'098'140 | 1'098'140 | 11'039 CHF | 22'020 CHF | 100.00% | 100.00% |
22.10.2024 | 66.64% | 0.01 CHF | 0.02 CHF | 1'154'200 | 1'154'200 | 1'174'080 | 1'174'080 | 11'750 CHF | 23'491 CHF | 100.00% | 100.00% |
21.10.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'090'600 | 1'090'600 | 1'082'360 | 1'082'360 | 10'824 CHF | 21'647 CHF | 99.73% | 99.73% |
18.10.2024 | 63.63% | 0.01 CHF | 0.02 CHF | 1'170'600 | 1'170'600 | 1'175'120 | 1'175'120 | 12'819 CHF | 24'570 CHF | 100.00% | 100.00% |
17.10.2024 | 57.70% | 0.01 CHF | 0.02 CHF | 821'100 | 821'100 | 807'301 | 807'301 | 10'214 CHF | 18'287 CHF | 98.83% | 98.83% |