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 | 0.40% | 2.46 CHF | 2.47 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 150'375 CHF | 150'975 CHF | 100.00% | 100.00% |
29.10.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 151'951 CHF | 152'551 CHF | 100.00% | 100.00% |
28.10.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 150'383 CHF | 150'983 CHF | 100.00% | 100.00% |
25.10.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 154'634 CHF | 155'234 CHF | 100.00% | 100.00% |
24.10.2024 | 0.37% | 2.59 CHF | 2.60 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 160'367 CHF | 160'967 CHF | 99.40% | 99.40% |
23.10.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 160'693 CHF | 161'293 CHF | 100.00% | 100.00% |
22.10.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 159'145 CHF | 159'745 CHF | 100.00% | 100.00% |
21.10.2024 | 0.38% | 2.68 CHF | 2.69 CHF | 60'000 | 60'000 | 59'945 | 59'945 | 158'338 CHF | 158'938 CHF | 100.00% | 100.00% |
18.10.2024 | 0.38% | 2.56 CHF | 2.57 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 155'567 CHF | 156'167 CHF | 100.00% | 100.00% |
17.10.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 150'729 CHF | 151'329 CHF | 100.00% | 100.00% |