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 | 2.39% | 0.81 CHF | 0.83 CHF | 37'000 | 37'000 | 36'423 | 36'423 | 30'119 CHF | 30'848 CHF | 100.00% | 100.00% |
29.10.2024 | 2.21% | 0.87 CHF | 0.89 CHF | 36'000 | 36'000 | 36'000 | 36'000 | 32'238 CHF | 32'958 CHF | 99.74% | 99.74% |
28.10.2024 | 2.12% | 0.94 CHF | 0.96 CHF | 36'000 | 36'000 | 36'000 | 36'000 | 33'611 CHF | 34'331 CHF | 100.00% | 100.00% |
25.10.2024 | 2.21% | 0.92 CHF | 0.94 CHF | 36'000 | 36'000 | 36'000 | 36'000 | 32'283 CHF | 33'003 CHF | 100.00% | 100.00% |
24.10.2024 | 2.00% | 0.94 CHF | 0.96 CHF | 36'000 | 36'000 | 36'000 | 36'000 | 35'637 CHF | 36'357 CHF | 100.00% | 100.00% |
23.10.2024 | 1.90% | 1.00 CHF | 1.02 CHF | 36'000 | 36'000 | 35'875 | 35'875 | 37'420 CHF | 38'138 CHF | 100.00% | 100.00% |
22.10.2024 | 1.94% | 1.03 CHF | 1.05 CHF | 36'000 | 36'000 | 35'964 | 35'964 | 36'752 CHF | 37'471 CHF | 100.00% | 100.00% |
21.10.2024 | 1.62% | 1.14 CHF | 1.16 CHF | 35'000 | 35'000 | 34'976 | 34'976 | 42'791 CHF | 43'491 CHF | 100.00% | 100.00% |
18.10.2024 | 1.61% | 1.24 CHF | 1.26 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 43'088 CHF | 43'788 CHF | 100.00% | 100.00% |
17.10.2024 | 1.59% | 1.22 CHF | 1.24 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 43'605 CHF | 44'305 CHF | 100.00% | 100.00% |