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% | 1.73 CHF | 1.74 CHF | 66'000 | 66'000 | 35'692 | 35'692 | 61'376 CHF | 61'802 CHF | 100.00% | 100.00% |
29.10.2024 | 0.84% | 1.71 CHF | 1.72 CHF | 66'000 | 66'000 | 35'807 | 35'807 | 60'944 CHF | 61'372 CHF | 99.68% | 99.68% |
28.10.2024 | 0.87% | 1.68 CHF | 1.69 CHF | 66'000 | 66'000 | 36'192 | 36'192 | 59'497 CHF | 59'929 CHF | 99.82% | 99.82% |
25.10.2024 | 0.90% | 1.64 CHF | 1.65 CHF | 67'000 | 67'000 | 29'858 | 29'858 | 50'963 CHF | 51'351 CHF | 99.93% | 99.93% |
24.10.2024 | 0.93% | 1.67 CHF | 1.68 CHF | 67'000 | 67'000 | 30'050 | 30'050 | 49'851 CHF | 50'241 CHF | 99.99% | 99.99% |
23.10.2024 | 0.94% | 1.63 CHF | 1.64 CHF | 67'000 | 67'000 | 30'073 | 30'073 | 49'599 CHF | 49'990 CHF | 100.00% | 100.00% |
22.10.2024 | 0.95% | 1.66 CHF | 1.67 CHF | 67'000 | 67'000 | 30'044 | 30'044 | 49'099 CHF | 49'490 CHF | 99.90% | 99.90% |
21.10.2024 | 0.89% | 1.67 CHF | 1.68 CHF | 67'000 | 67'000 | 29'827 | 29'827 | 51'354 CHF | 51'743 CHF | 100.00% | 100.00% |
18.10.2024 | 0.88% | 1.74 CHF | 1.75 CHF | 66'000 | 66'000 | 29'499 | 29'499 | 51'664 CHF | 52'049 CHF | 99.72% | 99.72% |
17.10.2024 | 0.88% | 1.78 CHF | 1.79 CHF | 65'000 | 65'000 | 29'380 | 29'380 | 51'944 CHF | 52'328 CHF | 100.00% | 100.00% |