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 | 1,16% | 0,82 CHF | 0,83 CHF | 158 000 | 158 000 | 156 288 | 156 288 | 133 823 CHF | 135 386 CHF | 100,00% | 100,00% |
29/10/2024 | 1,10% | 0,85 CHF | 0,86 CHF | 156 000 | 156 000 | 154 879 | 154 879 | 139 900 CHF | 141 449 CHF | 100,00% | 100,00% |
28/10/2024 | 0,99% | 1,06 CHF | 1,07 CHF | 150 000 | 150 000 | 151 526 | 151 526 | 152 622 CHF | 154 137 CHF | 98,82% | 98,82% |
25/10/2024 | 1,01% | 1,01 CHF | 1,02 CHF | 152 000 | 152 000 | 152 082 | 152 082 | 150 470 CHF | 151 991 CHF | 99,85% | 99,85% |
24/10/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 152 000 | 152 000 | 152 000 | 152 000 | 153 359 CHF | 154 879 CHF | 97,65% | 97,65% |
23/10/2024 | 0,98% | 1,00 CHF | 1,01 CHF | 152 000 | 152 000 | 151 940 | 151 940 | 154 338 CHF | 155 857 CHF | 100,00% | 100,00% |
22/10/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 152 000 | 152 000 | 151 636 | 151 636 | 154 753 CHF | 156 269 CHF | 100,00% | 100,00% |
21/10/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 150 000 | 150 000 | 148 036 | 148 036 | 164 604 CHF | 166 086 CHF | 99,72% | 99,72% |
18/10/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 148 000 | 148 000 | 148 026 | 148 026 | 165 361 CHF | 166 841 CHF | 100,00% | 100,00% |
17/10/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 148 000 | 148 000 | 148 808 | 148 808 | 164 400 CHF | 165 888 CHF | 100,00% | 100,00% |