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 | 0.80% | 1.81 CHF | 1.82 CHF | 66'000 | 66'000 | 35'692 | 35'692 | 64'277 CHF | 64'704 CHF | 100.00% | 100.00% |
29.10.2024 | 0.80% | 1.79 CHF | 1.80 CHF | 66'000 | 66'000 | 35'800 | 35'800 | 63'856 CHF | 64'284 CHF | 99.66% | 99.66% |
28.10.2024 | 0.83% | 1.76 CHF | 1.77 CHF | 66'000 | 66'000 | 36'192 | 36'192 | 62'447 CHF | 62'879 CHF | 99.82% | 99.82% |
25.10.2024 | 0.86% | 1.73 CHF | 1.74 CHF | 67'000 | 67'000 | 29'858 | 29'858 | 53'402 CHF | 53'791 CHF | 99.93% | 99.93% |
24.10.2024 | 0.89% | 1.75 CHF | 1.76 CHF | 67'000 | 67'000 | 30'050 | 30'050 | 52'297 CHF | 52'687 CHF | 99.99% | 99.99% |
23.10.2024 | 0.89% | 1.72 CHF | 1.73 CHF | 67'000 | 67'000 | 30'073 | 30'073 | 52'052 CHF | 52'442 CHF | 100.00% | 100.00% |
22.10.2024 | 0.90% | 1.74 CHF | 1.75 CHF | 67'000 | 67'000 | 30'044 | 30'044 | 51'546 CHF | 51'937 CHF | 99.90% | 99.90% |
21.10.2024 | 0.85% | 1.75 CHF | 1.76 CHF | 67'000 | 67'000 | 29'824 | 29'824 | 53'782 CHF | 54'171 CHF | 100.00% | 100.00% |
18.10.2024 | 0.84% | 1.82 CHF | 1.83 CHF | 66'000 | 66'000 | 29'500 | 29'500 | 54'050 CHF | 54'435 CHF | 99.70% | 99.70% |
17.10.2024 | 0.84% | 1.86 CHF | 1.87 CHF | 65'000 | 65'000 | 29'381 | 29'381 | 54'316 CHF | 54'700 CHF | 100.00% | 100.00% |