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 | 3,64% | 0,53 CHF | 0,55 CHF | 100 000 | 75 000 | 94 135 | 75 000 | 52 433 CHF | 43 365 CHF | 97,09% | 97,09% |
29/10/2024 | 3,59% | 0,54 CHF | 0,57 CHF | 100 000 | 50 000 | 88 908 | 49 557 | 52 302 CHF | 30 218 CHF | 98,67% | 98,67% |
28/10/2024 | 3,00% | 0,74 CHF | 0,76 CHF | 75 000 | 75 000 | 78 781 | 75 000 | 54 528 CHF | 53 533 CHF | 100,00% | 100,00% |
25/10/2024 | 3,10% | 0,69 CHF | 0,71 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 53 731 CHF | 51 958 CHF | 99,12% | 99,12% |
24/10/2024 | 3,22% | 0,66 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 74 462 | 54 874 CHF | 52 743 CHF | 99,60% | 99,60% |
23/10/2024 | 3,01% | 0,68 CHF | 0,70 CHF | 80 000 | 75 000 | 79 955 | 75 000 | 55 625 CHF | 53 770 CHF | 100,00% | 100,00% |
22/10/2024 | 3,02% | 0,69 CHF | 0,72 CHF | 80 000 | 50 000 | 78 211 | 50 000 | 54 597 CHF | 36 003 CHF | 100,00% | 100,00% |
21/10/2024 | 2,75% | 0,77 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 612 CHF | 40 098 CHF | 100,00% | 100,00% |
18/10/2024 | 2,63% | 0,78 CHF | 0,81 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 268 CHF | 39 797 CHF | 100,00% | 100,00% |
17/10/2024 | 2,79% | 0,78 CHF | 0,80 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 811 CHF | 39 524 CHF | 98,45% | 98,45% |