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 | 0.33% | 15.40 CHF | 15.45 CHF | 6'260 | 6'260 | 6'182 | 6'182 | 95'727 CHF | 96'036 CHF | 99.96% | 99.96% |
29.10.2024 | 0.32% | 16.30 CHF | 16.35 CHF | 6'240 | 6'240 | 6'243 | 6'243 | 97'486 CHF | 97'799 CHF | 100.00% | 100.00% |
28.10.2024 | 0.30% | 15.60 CHF | 15.65 CHF | 6'160 | 6'160 | 6'005 | 6'005 | 99'941 CHF | 100'241 CHF | 99.96% | 99.96% |
25.10.2024 | 0.43% | 17.30 CHF | 17.35 CHF | 6'150 | 6'150 | 5'807 | 5'807 | 93'971 CHF | 94'320 CHF | 100.00% | 100.00% |
24.10.2024 | 0.43% | 15.55 CHF | 15.60 CHF | 6'420 | 6'420 | 5'910 | 5'910 | 94'527 CHF | 94'882 CHF | 98.90% | 98.90% |
23.10.2024 | 0.41% | 15.60 CHF | 15.65 CHF | 5'850 | 5'850 | 5'328 | 5'328 | 89'099 CHF | 89'419 CHF | 99.03% | 99.03% |
22.10.2024 | 0.40% | 17.25 CHF | 17.30 CHF | 5'700 | 5'700 | 5'294 | 5'294 | 91'270 CHF | 91'589 CHF | 100.00% | 100.00% |
21.10.2024 | 0.46% | 16.10 CHF | 16.15 CHF | 6'500 | 6'500 | 6'129 | 6'129 | 93'331 CHF | 93'700 CHF | 99.94% | 99.94% |
18.10.2024 | 0.42% | 14.85 CHF | 14.90 CHF | 6'810 | 6'810 | 6'286 | 6'286 | 95'018 CHF | 95'375 CHF | 100.00% | 100.00% |
17.10.2024 | 0.41% | 15.60 CHF | 15.65 CHF | 6'870 | 6'870 | 6'397 | 6'397 | 99'153 CHF | 99'517 CHF | 98.99% | 98.99% |