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 | 2.00% | 0.46 CHF | 0.47 CHF | 82'000 | 82'000 | 81'992 | 81'992 | 40'596 CHF | 41'416 CHF | 100.00% | 100.00% |
29.10.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 82'000 | 82'000 | 82'000 | 82'000 | 41'896 CHF | 42'716 CHF | 99.99% | 99.99% |
28.10.2024 | 2.52% | 0.46 CHF | 0.47 CHF | 82'000 | 82'000 | 84'487 | 84'488 | 33'310 CHF | 34'155 CHF | 100.00% | 100.00% |
25.10.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 86'000 | 86'000 | 86'000 | 86'000 | 30'287 CHF | 31'147 CHF | 100.00% | 100.00% |
24.10.2024 | 2.76% | 0.37 CHF | 0.38 CHF | 86'000 | 86'000 | 85'824 | 85'824 | 30'715 CHF | 31'573 CHF | 99.95% | 99.95% |
23.10.2024 | 2.17% | 0.39 CHF | 0.40 CHF | 84'000 | 84'000 | 83'265 | 83'265 | 38'092 CHF | 38'925 CHF | 100.00% | 100.00% |
22.10.2024 | 1.94% | 0.46 CHF | 0.47 CHF | 84'000 | 84'000 | 82'030 | 82'030 | 42'327 CHF | 43'147 CHF | 100.00% | 100.00% |
21.10.2024 | - | 0.70 CHF | - CHF | 78'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18.10.2024 | 1.43% | 0.67 CHF | 0.68 CHF | 78'000 | 78'000 | 78'025 | 78'025 | 54'119 CHF | 54'899 CHF | 100.00% | 100.00% |
17.10.2024 | 1.68% | 0.62 CHF | 0.63 CHF | 80'000 | 80'000 | 80'090 | 80'090 | 47'189 CHF | 47'990 CHF | 100.00% | 100.00% |