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 | 0.74% | 1.31 CHF | 1.32 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 81'260 CHF | 81'860 CHF | 100.00% | 100.00% |
29.10.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 82'817 CHF | 83'417 CHF | 100.00% | 100.00% |
28.10.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 81'355 CHF | 81'955 CHF | 100.00% | 100.00% |
25.10.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 85'608 CHF | 86'208 CHF | 100.00% | 100.00% |
24.10.2024 | 0.65% | 1.45 CHF | 1.46 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 91'426 CHF | 92'026 CHF | 99.39% | 99.39% |
23.10.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 91'661 CHF | 92'261 CHF | 100.00% | 100.00% |
22.10.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 90'270 CHF | 90'870 CHF | 100.00% | 100.00% |
21.10.2024 | 0.67% | 1.53 CHF | 1.54 CHF | 60'000 | 60'000 | 59'944 | 59'944 | 89'574 CHF | 90'174 CHF | 100.00% | 100.00% |
18.10.2024 | 0.69% | 1.41 CHF | 1.42 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 86'633 CHF | 87'233 CHF | 100.00% | 100.00% |
17.10.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 81'910 CHF | 82'510 CHF | 100.00% | 100.00% |