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 | 0,82% | 1,16 CHF | 1,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 120 944 CHF | 121 944 CHF | 97,09% | 97,09% |
29/10/2024 | 0,81% | 1,19 CHF | 1,20 CHF | 100 000 | 100 000 | 98 464 | 98 464 | 124 815 CHF | 125 815 CHF | 100,00% | 100,00% |
28/10/2024 | 0,71% | 1,48 CHF | 1,49 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 140 883 CHF | 141 883 CHF | 100,00% | 100,00% |
25/10/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 138 455 CHF | 139 455 CHF | 99,12% | 99,12% |
24/10/2024 | 0,71% | 1,38 CHF | 1,39 CHF | 100 000 | 100 000 | 99 731 | 99 731 | 140 659 CHF | 141 664 CHF | 99,60% | 99,60% |
23/10/2024 | 0,70% | 1,40 CHF | 1,41 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 141 959 CHF | 142 959 CHF | 100,00% | 100,00% |
22/10/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 142 618 CHF | 143 618 CHF | 100,00% | 100,00% |
21/10/2024 | 0,64% | 1,53 CHF | 1,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 154 736 CHF | 155 736 CHF | 100,00% | 100,00% |
18/10/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 155 444 CHF | 156 444 CHF | 100,00% | 100,00% |
17/10/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 153 668 CHF | 154 668 CHF | 98,45% | 98,45% |