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 | 0.79% | 98.81 CHF | 99.60 CHF | 800 | 800 | 800 | 800 | 79'272 CHF | 79'901 CHF | 100.00% | 100.00% |
29.10.2024 | 0.79% | 99.95 CHF | 100.74 CHF | 800 | 800 | 800 | 800 | 80'005 CHF | 80'640 CHF | 100.00% | 100.00% |
28.10.2024 | 0.79% | 101.23 CHF | 102.03 CHF | 800 | 790 | 800 | 800 | 80'721 CHF | 81'325 CHF | 100.00% | 100.00% |
25.10.2024 | 0.79% | 99.70 CHF | 100.49 CHF | 800 | 800 | 800 | 800 | 79'639 CHF | 80'270 CHF | 100.00% | 100.00% |
24.10.2024 | 0.79% | 96.42 CHF | 97.19 CHF | 800 | 797 | 800 | 798 | 77'124 CHF | 77'585 CHF | 100.00% | 100.00% |
23.10.2024 | 0.79% | 97.94 CHF | 98.72 CHF | 800 | 800 | 800 | 800 | 78'541 CHF | 79'164 CHF | 96.60% | 96.60% |
22.10.2024 | 0.79% | 96.75 CHF | 97.52 CHF | 800 | 800 | 800 | 800 | 77'363 CHF | 77'976 CHF | 99.85% | 99.85% |
21.10.2024 | 0.79% | 96.69 CHF | 97.45 CHF | 800 | 800 | 800 | 800 | 77'457 CHF | 78'072 CHF | 100.00% | 100.00% |
18.10.2024 | 0.79% | 96.31 CHF | 97.07 CHF | 800 | 800 | 800 | 800 | 77'001 CHF | 77'611 CHF | 100.00% | 100.00% |
17.10.2024 | 0.79% | 93.78 CHF | 94.52 CHF | 800 | 800 | 800 | 800 | 75'304 CHF | 75'902 CHF | 100.00% | 100.00% |