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 | 0.35% | 2.88 CHF | 2.89 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'877'300 CHF | 2'887'300 CHF | 100.00% | 100.00% |
29.10.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'893'740 CHF | 2'903'740 CHF | 100.00% | 100.00% |
28.10.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'864'750 CHF | 2'874'750 CHF | 100.00% | 100.00% |
25.10.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'829'350 CHF | 2'839'350 CHF | 100.00% | 100.00% |
24.10.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'830'920 CHF | 2'840'920 CHF | 100.00% | 100.00% |
23.10.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'864'080 CHF | 2'874'080 CHF | 100.00% | 100.00% |
22.10.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'785'810 CHF | 2'795'810 CHF | 100.00% | 100.00% |
21.10.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 1'000'000 | 1'000'000 | 999'121 | 999'121 | 2'744'490 CHF | 2'754'490 CHF | 100.00% | 100.00% |
18.10.2024 | 0.36% | 2.73 CHF | 2.74 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'748'340 CHF | 2'758'340 CHF | 100.00% | 100.00% |
17.10.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'737'610 CHF | 2'747'610 CHF | 100.00% | 100.00% |