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 | 163.88% | 0.00 CHF | 0.02 CHF | 400'000 | 400'000 | 391'955 | 391'955 | 784 CHF | 7'847 CHF | 100.00% | 100.00% |
29.10.2024 | 163.88% | 0.00 CHF | 0.02 CHF | 390'000 | 390'000 | 382'474 | 382'474 | 765 CHF | 7'657 CHF | 100.00% | 100.00% |
28.10.2024 | 159.71% | 0.00 CHF | 0.02 CHF | 390'000 | 390'000 | 382'727 | 382'727 | 868 CHF | 7'662 CHF | 98.96% | 98.96% |
25.10.2024 | 123.87% | 0.01 CHF | 0.02 CHF | 370'000 | 370'000 | 361'728 | 361'728 | 1'727 CHF | 7'251 CHF | 99.81% | 99.81% |
24.10.2024 | 109.16% | 0.01 CHF | 0.02 CHF | 370'000 | 370'000 | 367'462 | 367'462 | 2'177 CHF | 7'355 CHF | 99.21% | 99.21% |
23.10.2024 | 124.38% | 0.00 CHF | 0.02 CHF | 390'000 | 390'000 | 384'149 | 384'149 | 1'817 CHF | 7'690 CHF | 100.00% | 100.00% |
22.10.2024 | 114.88% | 0.00 CHF | 0.02 CHF | 390'000 | 390'000 | 384'794 | 384'794 | 2'106 CHF | 7'702 CHF | 98.50% | 98.50% |
21.10.2024 | 124.03% | 0.00 CHF | 0.02 CHF | 380'000 | 380'000 | 383'934 | 383'934 | 1'828 CHF | 7'685 CHF | 100.00% | 100.00% |
18.10.2024 | 108.66% | 0.01 CHF | 0.02 CHF | 380'000 | 380'000 | 373'744 | 373'744 | 2'229 CHF | 7'481 CHF | 100.00% | 100.00% |
17.10.2024 | 109.49% | 0.00 CHF | 0.02 CHF | 390'000 | 390'000 | 379'488 | 379'488 | 2'238 CHF | 7'595 CHF | 100.00% | 100.00% |