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 | 133.74% | 0.00 CHF | 0.02 CHF | 400'000 | 400'000 | 391'961 | 391'961 | 1'568 CHF | 7'846 CHF | 100.00% | 100.00% |
29.10.2024 | 108.09% | 0.01 CHF | 0.02 CHF | 390'000 | 390'000 | 382'474 | 382'474 | 2'299 CHF | 7'655 CHF | 100.00% | 100.00% |
28.10.2024 | 102.93% | 0.01 CHF | 0.02 CHF | 390'000 | 390'000 | 382'724 | 382'724 | 2'480 CHF | 7'660 CHF | 98.96% | 98.96% |
25.10.2024 | 56.76% | 0.01 CHF | 0.02 CHF | 370'000 | 370'000 | 361'714 | 361'714 | 4'672 CHF | 8'300 CHF | 99.81% | 99.81% |
24.10.2024 | 55.94% | 0.01 CHF | 0.02 CHF | 370'000 | 370'000 | 367'458 | 367'458 | 4'812 CHF | 8'490 CHF | 99.21% | 99.21% |
23.10.2024 | 65.61% | 0.01 CHF | 0.02 CHF | 390'000 | 390'000 | 384'149 | 384'149 | 4'001 CHF | 7'846 CHF | 100.00% | 100.00% |
22.10.2024 | 66.65% | 0.01 CHF | 0.02 CHF | 390'000 | 390'000 | 384'844 | 384'844 | 3'906 CHF | 7'758 CHF | 99.41% | 99.41% |
21.10.2024 | 66.47% | 0.01 CHF | 0.02 CHF | 380'000 | 380'000 | 383'937 | 383'937 | 3'914 CHF | 7'757 CHF | 100.00% | 100.00% |
18.10.2024 | 56.99% | 0.01 CHF | 0.02 CHF | 380'000 | 380'000 | 373'745 | 373'745 | 4'774 CHF | 8'515 CHF | 100.00% | 100.00% |
17.10.2024 | 63.38% | 0.01 CHF | 0.02 CHF | 390'000 | 390'000 | 379'494 | 379'494 | 4'163 CHF | 7'962 CHF | 100.00% | 100.00% |