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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.10.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 1'862'900 | 1'862'900 | 1'862'900 | 1'862'900 | 1'112'670 CHF | 1'131'300 CHF | 99.54% | 99.54% |
23.10.2024 | 1.71% | 0.63 CHF | 0.64 CHF | 2'336'900 | 2'336'900 | 2'336'900 | 2'336'900 | 1'353'940 CHF | 1'377'310 CHF | 100.00% | 100.00% |
22.10.2024 | 1.67% | 0.58 CHF | 0.59 CHF | 2'300'600 | 2'300'600 | 2'300'600 | 2'300'600 | 1'365'720 CHF | 1'388'730 CHF | 100.00% | 100.00% |
21.10.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 2'246'100 | 2'246'100 | 2'246'100 | 2'246'100 | 1'339'800 CHF | 1'362'260 CHF | 100.00% | 100.00% |
18.10.2024 | 1.70% | 0.56 CHF | 0.57 CHF | 2'014'100 | 2'014'100 | 2'014'100 | 2'014'100 | 1'174'660 CHF | 1'194'800 CHF | 100.00% | 100.00% |
17.10.2024 | 1.74% | 0.59 CHF | 0.60 CHF | 1'991'800 | 1'991'800 | 1'991'800 | 1'991'800 | 1'139'170 CHF | 1'159'090 CHF | 100.00% | 100.00% |
16.10.2024 | 1.56% | 0.66 CHF | 0.67 CHF | 1'973'100 | 1'973'100 | 1'973'100 | 1'973'100 | 1'254'590 CHF | 1'274'320 CHF | 100.00% | 100.00% |
15.10.2024 | 1.83% | 0.61 CHF | 0.62 CHF | 2'414'100 | 2'414'100 | 2'414'100 | 2'414'100 | 1'306'990 CHF | 1'331'130 CHF | 100.00% | 100.00% |
14.10.2024 | 1.74% | 0.55 CHF | 0.56 CHF | 2'116'500 | 2'116'500 | 2'116'500 | 2'116'500 | 1'207'940 CHF | 1'229'100 CHF | 100.00% | 100.00% |
11.10.2024 | 1.58% | 0.60 CHF | 0.61 CHF | 2'069'900 | 2'069'900 | 2'069'900 | 2'069'900 | 1'302'330 CHF | 1'323'030 CHF | 100.00% | 100.00% |