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 | 0.38% | 5.61 CHF | 5.62 CHF | 33'000 | 33'000 | 18'278 | 18'278 | 102'158 CHF | 102'447 CHF | 100.00% | 100.00% |
29.10.2024 | 0.38% | 5.57 CHF | 5.58 CHF | 33'000 | 33'000 | 18'222 | 18'222 | 101'282 CHF | 101'571 CHF | 99.66% | 99.66% |
28.10.2024 | 0.38% | 5.51 CHF | 5.52 CHF | 33'000 | 33'000 | 18'569 | 18'569 | 100'938 CHF | 101'230 CHF | 99.81% | 99.81% |
25.10.2024 | 0.42% | 5.44 CHF | 5.45 CHF | 34'000 | 34'000 | 15'329 | 15'329 | 85'233 CHF | 85'515 CHF | 99.93% | 99.93% |
24.10.2024 | 0.43% | 5.49 CHF | 5.50 CHF | 34'000 | 34'000 | 15'506 | 15'506 | 84'721 CHF | 85'005 CHF | 99.99% | 99.99% |
23.10.2024 | 0.43% | 5.42 CHF | 5.43 CHF | 34'000 | 34'000 | 15'525 | 15'525 | 84'557 CHF | 84'841 CHF | 100.00% | 100.00% |
22.10.2024 | 0.43% | 5.46 CHF | 5.47 CHF | 34'000 | 34'000 | 15'515 | 15'515 | 83'963 CHF | 84'247 CHF | 99.90% | 99.90% |
21.10.2024 | 0.42% | 5.49 CHF | 5.50 CHF | 34'000 | 34'000 | 15'289 | 15'289 | 85'384 CHF | 85'666 CHF | 100.00% | 100.00% |
18.10.2024 | 0.41% | 5.62 CHF | 5.63 CHF | 33'000 | 33'000 | 15'067 | 15'067 | 85'042 CHF | 85'319 CHF | 99.70% | 99.70% |
17.10.2024 | 0.41% | 5.70 CHF | 5.71 CHF | 33'000 | 33'000 | 15'059 | 15'059 | 85'421 CHF | 85'698 CHF | 100.00% | 100.00% |