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 | 0.63% | 2.83 CHF | 2.84 CHF | 103'000 | 103'000 | 53'874 | 53'874 | 152'250 CHF | 152'988 CHF | 96.42% | 96.42% |
29.10.2024 | 0.50% | 3.41 CHF | 3.42 CHF | 96'000 | 96'000 | 52'000 | 52'000 | 176'544 CHF | 177'254 CHF | 99.35% | 99.35% |
28.10.2024 | 0.50% | 3.33 CHF | 3.34 CHF | 97'000 | 97'000 | 52'262 | 52'262 | 174'373 CHF | 175'084 CHF | 99.24% | 99.24% |
25.10.2024 | 0.54% | 3.37 CHF | 3.38 CHF | 96'000 | 96'000 | 43'506 | 43'506 | 145'574 CHF | 146'235 CHF | 99.85% | 99.85% |
24.10.2024 | 0.53% | 3.30 CHF | 3.31 CHF | 97'000 | 97'000 | 43'203 | 43'203 | 145'569 CHF | 146'221 CHF | 99.48% | 99.48% |
23.10.2024 | 0.52% | 3.37 CHF | 3.38 CHF | 96'000 | 96'000 | 42'713 | 42'713 | 146'684 CHF | 147'330 CHF | 100.00% | 100.00% |
22.10.2024 | 0.52% | 3.46 CHF | 3.47 CHF | 95'000 | 95'000 | 42'840 | 42'840 | 147'080 CHF | 147'729 CHF | 99.90% | 99.90% |
21.10.2024 | 0.51% | 3.46 CHF | 3.47 CHF | 95'000 | 95'000 | 42'314 | 42'314 | 147'814 CHF | 148'457 CHF | 99.72% | 99.72% |
18.10.2024 | 0.51% | 3.55 CHF | 3.56 CHF | 94'000 | 94'000 | 42'447 | 42'447 | 149'305 CHF | 149'948 CHF | 99.87% | 99.87% |
17.10.2024 | 0.50% | 3.55 CHF | 3.56 CHF | 94'000 | 94'000 | 42'264 | 42'264 | 150'714 CHF | 151'355 CHF | 100.00% | 100.00% |