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 | 0.73% | 10.46 CHF | 10.49 CHF | 150'000 | 150'000 | 123'034 | 123'034 | 1'255'830 CHF | 1'259'870 CHF | 100.00% | 100.00% |
29.10.2024 | 0.75% | 10.35 CHF | 10.38 CHF | 150'000 | 150'000 | 122'987 | 122'987 | 1'239'310 CHF | 1'243'350 CHF | 100.00% | 100.00% |
28.10.2024 | 0.79% | 9.68 CHF | 9.71 CHF | 150'000 | 150'000 | 123'054 | 123'054 | 1'175'680 CHF | 1'179'740 CHF | 100.00% | 100.00% |
25.10.2024 | 0.79% | 9.46 CHF | 9.49 CHF | 150'000 | 150'000 | 123'013 | 123'013 | 1'159'180 CHF | 1'163'220 CHF | 100.00% | 100.00% |
24.10.2024 | 0.76% | 9.44 CHF | 9.47 CHF | 150'000 | 150'000 | 123'008 | 123'008 | 1'181'110 CHF | 1'185'150 CHF | 100.00% | 100.00% |
23.10.2024 | 0.75% | 9.85 CHF | 9.88 CHF | 150'000 | 150'000 | 123'021 | 123'021 | 1'226'850 CHF | 1'230'910 CHF | 100.00% | 100.00% |
22.10.2024 | 0.71% | 9.93 CHF | 9.96 CHF | 150'000 | 150'000 | 123'010 | 123'010 | 1'259'950 CHF | 1'263'990 CHF | 100.00% | 100.00% |
21.10.2024 | 0.69% | 10.47 CHF | 10.50 CHF | 150'000 | 150'000 | 122'960 | 122'960 | 1'304'710 CHF | 1'308'750 CHF | 100.00% | 100.00% |
18.10.2024 | 0.67% | 10.73 CHF | 10.76 CHF | 150'000 | 150'000 | 123'034 | 123'034 | 1'331'430 CHF | 1'335'470 CHF | 100.00% | 100.00% |
17.10.2024 | 0.67% | 10.91 CHF | 10.94 CHF | 150'000 | 150'000 | 123'042 | 123'042 | 1'350'130 CHF | 1'354'170 CHF | 100.00% | 100.00% |