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 | 1.77% | 0.56 CHF | 0.57 CHF | 37'000 | 37'000 | 36'663 | 36'663 | 20'513 CHF | 20'880 CHF | 100.00% | 100.00% |
29.10.2024 | 1.58% | 0.58 CHF | 0.59 CHF | 36'000 | 36'000 | 35'707 | 35'707 | 22'371 CHF | 22'728 CHF | 100.00% | 100.00% |
28.10.2024 | 1.62% | 0.63 CHF | 0.64 CHF | 36'000 | 36'000 | 35'977 | 35'977 | 22'104 CHF | 22'463 CHF | 98.82% | 98.82% |
25.10.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 36'000 | 36'000 | 36'000 | 36'000 | 22'429 CHF | 22'789 CHF | 99.84% | 99.84% |
24.10.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 36'000 | 36'000 | 35'387 | 35'387 | 22'784 CHF | 23'138 CHF | 100.00% | 100.00% |
23.10.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 36'000 | 36'000 | 35'772 | 35'772 | 22'695 CHF | 23'053 CHF | 100.00% | 100.00% |
22.10.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 36'000 | 36'000 | 35'602 | 35'602 | 22'801 CHF | 23'157 CHF | 100.00% | 100.00% |
21.10.2024 | 1.55% | 0.62 CHF | 0.63 CHF | 36'000 | 36'000 | 35'710 | 35'710 | 22'832 CHF | 23'190 CHF | 99.72% | 99.72% |
18.10.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 35'000 | 35'000 | 35'136 | 35'136 | 23'295 CHF | 23'647 CHF | 100.00% | 100.00% |
17.10.2024 | 1.50% | 0.60 CHF | 0.61 CHF | 36'000 | 36'000 | 35'392 | 35'392 | 23'597 CHF | 23'951 CHF | 98.19% | 98.19% |