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 | 0.40% | 5.08 CHF | 5.10 CHF | 58'000 | 58'000 | 58'479 | 58'479 | 295'006 CHF | 296'175 CHF | 100.00% | 100.00% |
29.10.2024 | 0.39% | 5.08 CHF | 5.10 CHF | 58'000 | 58'000 | 57'974 | 57'974 | 295'911 CHF | 297'070 CHF | 100.00% | 100.00% |
28.10.2024 | 0.40% | 5.07 CHF | 5.09 CHF | 58'000 | 58'000 | 58'899 | 58'899 | 293'224 CHF | 294'402 CHF | 98.82% | 98.82% |
25.10.2024 | 0.41% | 4.79 CHF | 4.81 CHF | 60'000 | 60'000 | 59'856 | 59'856 | 290'759 CHF | 291'956 CHF | 99.85% | 99.85% |
24.10.2024 | 0.42% | 4.78 CHF | 4.80 CHF | 60'000 | 60'000 | 60'272 | 60'272 | 287'424 CHF | 288'629 CHF | 100.00% | 100.00% |
23.10.2024 | 0.42% | 4.77 CHF | 4.79 CHF | 60'000 | 60'000 | 60'133 | 60'133 | 287'833 CHF | 289'036 CHF | 100.00% | 100.00% |
22.10.2024 | 0.41% | 4.82 CHF | 4.84 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 288'613 CHF | 289'813 CHF | 100.00% | 100.00% |
21.10.2024 | 0.40% | 4.91 CHF | 4.93 CHF | 59'000 | 59'000 | 58'971 | 58'971 | 290'987 CHF | 292'167 CHF | 99.72% | 99.72% |
18.10.2024 | 0.40% | 4.99 CHF | 5.01 CHF | 59'000 | 59'000 | 59'004 | 59'004 | 293'115 CHF | 294'295 CHF | 100.00% | 100.00% |
17.10.2024 | 0.41% | 4.97 CHF | 4.99 CHF | 59'000 | 59'000 | 59'307 | 59'307 | 292'148 CHF | 293'335 CHF | 100.00% | 100.00% |