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 | 0.27% | 3.56 CHF | 3.57 CHF | 41'000 | 41'000 | 40'996 | 40'996 | 149'020 CHF | 149'430 CHF | 100.00% | 100.00% |
29.10.2024 | 0.27% | 3.64 CHF | 3.65 CHF | 41'000 | 41'000 | 41'000 | 41'000 | 150'265 CHF | 150'675 CHF | 100.00% | 100.00% |
28.10.2024 | 0.29% | 3.56 CHF | 3.57 CHF | 41'000 | 41'000 | 42'244 | 42'244 | 144'422 CHF | 144'844 CHF | 100.00% | 100.00% |
25.10.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 43'000 | 43'000 | 43'000 | 43'000 | 143'259 CHF | 143'689 CHF | 100.00% | 100.00% |
24.10.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 43'000 | 43'000 | 42'913 | 42'913 | 143'477 CHF | 143'906 CHF | 100.00% | 100.00% |
23.10.2024 | 0.28% | 3.42 CHF | 3.43 CHF | 42'000 | 42'000 | 41'633 | 41'633 | 147'286 CHF | 147'703 CHF | 100.00% | 100.00% |
22.10.2024 | 0.28% | 3.53 CHF | 3.54 CHF | 42'000 | 42'000 | 41'015 | 41'015 | 149'006 CHF | 149'416 CHF | 100.00% | 100.00% |
21.10.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 39'000 | 39'000 | 39'092 | 39'092 | 154'538 CHF | 154'929 CHF | 100.00% | 100.00% |
18.10.2024 | 0.25% | 3.94 CHF | 3.95 CHF | 39'000 | 39'000 | 39'013 | 39'013 | 155'551 CHF | 155'941 CHF | 100.00% | 100.00% |
17.10.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 40'000 | 40'000 | 40'045 | 40'045 | 151'250 CHF | 151'650 CHF | 100.00% | 100.00% |