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 | 0,84% | 1,18 CHF | 1,19 CHF | 363 100 | 363 100 | 363 100 | 363 100 | 433 122 CHF | 436 753 CHF | 100,00% | 100,00% |
29/10/2024 | 0,71% | 1,34 CHF | 1,35 CHF | 350 200 | 350 200 | 350 200 | 350 200 | 492 437 CHF | 495 939 CHF | 100,00% | 100,00% |
28/10/2024 | 0,73% | 1,39 CHF | 1,40 CHF | 366 200 | 366 200 | 366 200 | 366 200 | 497 198 CHF | 500 860 CHF | 100,00% | 100,00% |
25/10/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 371 000 | 371 000 | 371 000 | 371 000 | 485 596 CHF | 489 306 CHF | 100,00% | 100,00% |
24/10/2024 | 0,73% | 1,32 CHF | 1,33 CHF | 379 300 | 379 300 | 379 300 | 379 300 | 515 539 CHF | 519 332 CHF | 99,50% | 99,50% |
23/10/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 367 300 | 367 300 | 367 300 | 367 300 | 470 135 CHF | 473 808 CHF | 100,00% | 100,00% |
22/10/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 365 700 | 365 700 | 365 700 | 365 700 | 477 951 CHF | 481 608 CHF | 100,00% | 100,00% |
21/10/2024 | 0,72% | 1,34 CHF | 1,35 CHF | 334 600 | 334 600 | 334 600 | 334 600 | 463 856 CHF | 467 202 CHF | 100,00% | 100,00% |
18/10/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 357 700 | 357 700 | 357 700 | 357 700 | 514 781 CHF | 518 358 CHF | 100,00% | 100,00% |
17/10/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 382 500 | 382 500 | 382 500 | 382 500 | 520 115 CHF | 523 940 CHF | 100,00% | 100,00% |