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 | 2.36% | 0.42 CHF | 0.43 CHF | 37'000 | 37'000 | 36'663 | 36'663 | 15'351 CHF | 15'718 CHF | 100.00% | 100.00% |
29.10.2024 | 2.04% | 0.44 CHF | 0.45 CHF | 36'000 | 36'000 | 35'707 | 35'707 | 17'337 CHF | 17'694 CHF | 100.00% | 100.00% |
28.10.2024 | 2.09% | 0.49 CHF | 0.50 CHF | 36'000 | 36'000 | 35'977 | 35'977 | 17'033 CHF | 17'393 CHF | 98.82% | 98.82% |
25.10.2024 | 2.06% | 0.49 CHF | 0.50 CHF | 36'000 | 36'000 | 36'000 | 36'000 | 17'336 CHF | 17'696 CHF | 99.84% | 99.84% |
24.10.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 36'000 | 36'000 | 35'387 | 35'387 | 17'751 CHF | 18'105 CHF | 100.00% | 100.00% |
23.10.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 36'000 | 36'000 | 35'772 | 35'772 | 17'616 CHF | 17'974 CHF | 100.00% | 100.00% |
22.10.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 36'000 | 36'000 | 35'602 | 35'602 | 17'756 CHF | 18'112 CHF | 100.00% | 100.00% |
21.10.2024 | 1.99% | 0.48 CHF | 0.49 CHF | 36'000 | 36'000 | 35'711 | 35'711 | 17'757 CHF | 18'114 CHF | 99.72% | 99.72% |
18.10.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 35'000 | 35'000 | 35'136 | 35'136 | 18'320 CHF | 18'672 CHF | 100.00% | 100.00% |
17.10.2024 | 1.90% | 0.45 CHF | 0.46 CHF | 36'000 | 36'000 | 35'392 | 35'392 | 18'592 CHF | 18'946 CHF | 98.19% | 98.19% |