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 | 163.53% | 0.00 CHF | 0.02 CHF | 400'000 | 400'000 | 391'964 | 391'964 | 793 CHF | 7'847 CHF | 100.00% | 100.00% |
29.10.2024 | 133.74% | 0.00 CHF | 0.02 CHF | 390'000 | 390'000 | 382'477 | 382'477 | 1'530 CHF | 7'656 CHF | 100.00% | 100.00% |
28.10.2024 | 131.46% | 0.00 CHF | 0.02 CHF | 390'000 | 390'000 | 382'725 | 382'725 | 1'597 CHF | 7'661 CHF | 98.96% | 98.96% |
25.10.2024 | 87.79% | 0.01 CHF | 0.02 CHF | 370'000 | 370'000 | 361'722 | 361'722 | 2'852 CHF | 7'248 CHF | 99.81% | 99.81% |
24.10.2024 | 86.04% | 0.01 CHF | 0.02 CHF | 370'000 | 370'000 | 367'460 | 367'460 | 2'949 CHF | 7'354 CHF | 99.21% | 99.21% |
23.10.2024 | 99.22% | 0.01 CHF | 0.02 CHF | 390'000 | 390'000 | 384'147 | 384'147 | 2'620 CHF | 7'689 CHF | 100.00% | 100.00% |
22.10.2024 | 91.61% | 0.01 CHF | 0.02 CHF | 390'000 | 390'000 | 384'789 | 384'789 | 2'889 CHF | 7'701 CHF | 98.41% | 98.41% |
21.10.2024 | 97.35% | 0.01 CHF | 0.02 CHF | 380'000 | 380'000 | 383'929 | 383'929 | 2'684 CHF | 7'684 CHF | 100.00% | 100.00% |
18.10.2024 | 80.61% | 0.01 CHF | 0.02 CHF | 380'000 | 380'000 | 373'746 | 373'746 | 3'211 CHF | 7'480 CHF | 100.00% | 100.00% |
17.10.2024 | 88.07% | 0.01 CHF | 0.02 CHF | 390'000 | 390'000 | 379'500 | 379'500 | 2'972 CHF | 7'595 CHF | 100.00% | 100.00% |