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 | 2,15% | 0,47 CHF | 0,48 CHF | 1 213 500 | 1 213 500 | 1 248 480 | 1 248 480 | 575 414 CHF | 587 899 CHF | 100,00% | 100,00% |
29/10/2024 | 2,37% | 0,44 CHF | 0,45 CHF | 1 253 000 | 1 253 000 | 1 371 260 | 1 371 260 | 571 733 CHF | 585 445 CHF | 100,00% | 100,00% |
28/10/2024 | 2,59% | 0,39 CHF | 0,40 CHF | 1 387 100 | 1 387 100 | 1 431 820 | 1 431 820 | 545 351 CHF | 559 670 CHF | 100,00% | 100,00% |
25/10/2024 | 2,69% | 0,39 CHF | 0,40 CHF | 1 437 800 | 1 437 800 | 1 432 960 | 1 432 960 | 526 049 CHF | 540 378 CHF | 100,00% | 100,00% |
24/10/2024 | 2,57% | 0,38 CHF | 0,39 CHF | 1 432 300 | 1 432 300 | 1 407 430 | 1 407 430 | 541 563 CHF | 555 637 CHF | 100,00% | 100,00% |
23/10/2024 | 2,47% | 0,34 CHF | 0,35 CHF | 1 404 200 | 1 404 200 | 1 401 900 | 1 401 900 | 562 536 CHF | 576 555 CHF | 100,00% | 100,00% |
22/10/2024 | 2,57% | 0,40 CHF | 0,41 CHF | 1 401 600 | 1 401 600 | 1 399 830 | 1 399 830 | 538 422 CHF | 552 421 CHF | 100,00% | 100,00% |
21/10/2024 | 2,59% | 0,36 CHF | 0,37 CHF | 1 399 600 | 1 399 600 | 1 512 100 | 1 512 060 | 576 736 CHF | 591 841 CHF | 100,00% | 100,00% |
18/10/2024 | 2,83% | 0,36 CHF | 0,37 CHF | 1 527 400 | 1 527 400 | 1 654 670 | 1 654 670 | 575 571 CHF | 592 118 CHF | 99,31% | 99,31% |
17/10/2024 | 3,19% | 0,32 CHF | 0,33 CHF | 1 671 400 | 1 671 400 | 1 750 830 | 1 750 830 | 541 083 CHF | 558 592 CHF | 100,00% | 100,00% |