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 | 0.72% | 1.99 CHF | 2.00 CHF | 66'000 | 66'000 | 35'692 | 35'692 | 70'666 CHF | 71'092 CHF | 100.00% | 100.00% |
29.10.2024 | 0.73% | 1.97 CHF | 1.98 CHF | 66'000 | 66'000 | 35'800 | 35'800 | 70'261 CHF | 70'689 CHF | 99.66% | 99.66% |
28.10.2024 | 0.75% | 1.94 CHF | 1.95 CHF | 66'000 | 66'000 | 36'189 | 36'189 | 68'912 CHF | 69'344 CHF | 99.81% | 99.81% |
25.10.2024 | 0.78% | 1.90 CHF | 1.91 CHF | 67'000 | 67'000 | 29'858 | 29'858 | 58'723 CHF | 59'112 CHF | 99.93% | 99.93% |
24.10.2024 | 0.81% | 1.93 CHF | 1.94 CHF | 67'000 | 67'000 | 30'050 | 30'050 | 57'662 CHF | 58'052 CHF | 99.99% | 99.99% |
23.10.2024 | 0.81% | 1.89 CHF | 1.90 CHF | 67'000 | 67'000 | 30'073 | 30'073 | 57'426 CHF | 57'817 CHF | 100.00% | 100.00% |
22.10.2024 | 0.82% | 1.92 CHF | 1.93 CHF | 67'000 | 67'000 | 30'044 | 30'044 | 56'899 CHF | 57'289 CHF | 99.90% | 99.90% |
21.10.2024 | 0.78% | 1.93 CHF | 1.94 CHF | 67'000 | 67'000 | 29'828 | 29'828 | 59'083 CHF | 59'471 CHF | 100.00% | 100.00% |
18.10.2024 | 0.77% | 2.00 CHF | 2.01 CHF | 66'000 | 66'000 | 29'501 | 29'501 | 59'314 CHF | 59'699 CHF | 99.70% | 99.70% |
17.10.2024 | 0.77% | 2.04 CHF | 2.05 CHF | 65'000 | 65'000 | 29'379 | 29'379 | 59'534 CHF | 59'918 CHF | 100.00% | 100.00% |