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 | 32,43% | 0,03 CHF | 0,04 CHF | 2 595 800 | 2 595 800 | 1 412 930 | 1 412 930 | 39 165 CHF | 53 329 CHF | 100,00% | 100,00% |
29/10/2024 | 29,62% | 0,03 CHF | 0,04 CHF | 2 632 900 | 2 632 900 | 1 394 080 | 1 394 080 | 41 823 CHF | 55 890 CHF | 99,74% | 99,74% |
28/10/2024 | 32,33% | 0,03 CHF | 0,04 CHF | 2 912 600 | 2 912 600 | 1 588 150 | 1 588 150 | 44 106 CHF | 60 012 CHF | 99,89% | 99,89% |
25/10/2024 | 33,77% | 0,03 CHF | 0,04 CHF | 3 000 000 | 3 000 000 | 1 350 110 | 1 350 110 | 33 753 CHF | 47 279 CHF | 100,00% | 100,00% |
24/10/2024 | 33,77% | 0,03 CHF | 0,04 CHF | 3 000 000 | 3 000 000 | 1 349 500 | 1 349 500 | 33 738 CHF | 47 258 CHF | 100,00% | 100,00% |
23/10/2024 | 33,77% | 0,03 CHF | 0,04 CHF | 2 842 100 | 2 842 100 | 1 226 590 | 1 226 590 | 30 665 CHF | 42 954 CHF | 100,00% | 100,00% |
22/10/2024 | 33,34% | 0,03 CHF | 0,04 CHF | 2 800 400 | 2 800 400 | 1 246 590 | 1 246 590 | 32 412 CHF | 44 901 CHF | 99,92% | 99,92% |
21/10/2024 | 29,64% | 0,03 CHF | 0,04 CHF | 2 542 300 | 2 542 300 | 1 120 930 | 1 111 280 | 31 844 CHF | 42 688 CHF | 100,00% | 100,00% |
18/10/2024 | 28,50% | 0,03 CHF | 0,04 CHF | 2 653 600 | 2 653 600 | 1 163 150 | 1 163 150 | 35 340 CHF | 46 993 CHF | 99,90% | 99,90% |
17/10/2024 | 28,98% | 0,03 CHF | 0,04 CHF | 2 443 500 | 2 443 500 | 1 075 280 | 1 074 570 | 32 230 CHF | 42 975 CHF | 99,59% | 99,59% |