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 | 0.37% | 5.74 CHF | 5.75 CHF | 33'000 | 33'000 | 18'311 | 18'311 | 104'656 CHF | 104'945 CHF | 99.65% | 99.65% |
29.10.2024 | 0.37% | 5.70 CHF | 5.71 CHF | 33'000 | 33'000 | 18'228 | 18'228 | 103'613 CHF | 103'902 CHF | 99.57% | 99.57% |
28.10.2024 | 0.38% | 5.63 CHF | 5.64 CHF | 33'000 | 33'000 | 18'570 | 18'570 | 103'264 CHF | 103'556 CHF | 99.81% | 99.81% |
25.10.2024 | 0.41% | 5.56 CHF | 5.57 CHF | 34'000 | 34'000 | 15'329 | 15'329 | 87'169 CHF | 87'451 CHF | 99.93% | 99.93% |
24.10.2024 | 0.41% | 5.62 CHF | 5.63 CHF | 34'000 | 34'000 | 15'697 | 15'697 | 87'736 CHF | 88'020 CHF | 97.15% | 97.15% |
23.10.2024 | 0.42% | 5.54 CHF | 5.55 CHF | 34'000 | 34'000 | 15'457 | 15'457 | 86'118 CHF | 86'402 CHF | 99.59% | 99.59% |
22.10.2024 | 0.42% | 5.58 CHF | 5.59 CHF | 34'000 | 34'000 | 15'534 | 15'534 | 85'996 CHF | 86'280 CHF | 99.60% | 99.60% |
21.10.2024 | 0.41% | 5.61 CHF | 5.62 CHF | 34'000 | 34'000 | 15'290 | 15'290 | 87'307 CHF | 87'589 CHF | 100.00% | 100.00% |
18.10.2024 | 0.40% | 5.74 CHF | 5.75 CHF | 33'000 | 33'000 | 15'066 | 15'066 | 86'936 CHF | 87'213 CHF | 99.72% | 99.72% |
17.10.2024 | 0.40% | 5.83 CHF | 5.84 CHF | 33'000 | 33'000 | 15'059 | 15'059 | 87'327 CHF | 87'603 CHF | 100.00% | 100.00% |