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 | 0,18% | 5,30 CHF | 5,31 CHF | 20 400 | 20 400 | 20 229 | 20 229 | 114 517 CHF | 114 720 CHF | 100,00% | 100,00% |
29/10/2024 | 0,16% | 5,66 CHF | 5,67 CHF | 14 200 | 14 200 | 14 068 | 14 068 | 88 715 CHF | 88 856 CHF | 100,00% | 100,00% |
28/10/2024 | 0,13% | 8,35 CHF | 8,36 CHF | 14 700 | 14 700 | 14 853 | 14 853 | 114 748 CHF | 114 897 CHF | 98,82% | 98,82% |
25/10/2024 | 0,13% | 7,69 CHF | 7,70 CHF | 15 400 | 15 400 | 15 408 | 15 408 | 115 465 CHF | 115 619 CHF | 99,84% | 99,84% |
24/10/2024 | 0,13% | 7,46 CHF | 7,47 CHF | 14 900 | 14 900 | 14 900 | 14 900 | 115 170 CHF | 115 319 CHF | 97,61% | 97,61% |
23/10/2024 | 0,13% | 7,61 CHF | 7,62 CHF | 14 700 | 14 700 | 14 694 | 14 694 | 114 802 CHF | 114 949 CHF | 100,00% | 100,00% |
22/10/2024 | 0,13% | 7,83 CHF | 7,84 CHF | 13 000 | 13 000 | 12 982 | 12 982 | 102 385 CHF | 102 515 CHF | 100,00% | 100,00% |
21/10/2024 | 0,11% | 8,98 CHF | 8,99 CHF | 12 400 | 12 400 | 12 213 | 12 213 | 112 127 CHF | 112 249 CHF | 99,72% | 99,72% |
18/10/2024 | 0,11% | 9,38 CHF | 9,39 CHF | 12 200 | 12 200 | 12 203 | 12 203 | 112 860 CHF | 112 982 CHF | 100,00% | 100,00% |
17/10/2024 | 0,11% | 9,23 CHF | 9,24 CHF | 12 300 | 12 300 | 12 369 | 12 369 | 111 951 CHF | 112 074 CHF | 100,00% | 100,00% |