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 | 1,51% | 1,82 CHF | 1,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 479 CHF | 88 809 CHF | 97,09% | 97,09% |
29/10/2024 | 1,35% | 1,76 CHF | 1,78 CHF | 75 000 | 75 000 | 73 848 | 73 848 | 124 524 CHF | 126 192 CHF | 100,00% | 100,00% |
28/10/2024 | 1,51% | 1,46 CHF | 1,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 115 554 CHF | 117 308 CHF | 100,00% | 100,00% |
25/10/2024 | 1,48% | 1,55 CHF | 1,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 624 CHF | 79 800 CHF | 99,12% | 99,12% |
24/10/2024 | 1,51% | 1,58 CHF | 1,60 CHF | 75 000 | 75 000 | 74 623 | 74 462 | 115 218 CHF | 116 708 CHF | 99,60% | 99,60% |
23/10/2024 | 1,52% | 1,56 CHF | 1,58 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 115 063 CHF | 116 824 CHF | 100,00% | 100,00% |
22/10/2024 | 1,42% | 1,54 CHF | 1,56 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 114 754 CHF | 116 397 CHF | 100,00% | 100,00% |
21/10/2024 | 1,48% | 1,42 CHF | 1,44 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 105 152 CHF | 106 723 CHF | 100,00% | 100,00% |
18/10/2024 | 1,49% | 1,38 CHF | 1,40 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 104 773 CHF | 106 347 CHF | 100,00% | 100,00% |
17/10/2024 | 1,49% | 1,40 CHF | 1,42 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 106 235 CHF | 107 830 CHF | 98,45% | 98,45% |