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 | 25.35% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'093'010 | 2'091'840 | 73'238 CHF | 94'159 CHF | 100.00% | 100.00% |
29.10.2024 | 23.96% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'036'230 | 2'036'230 | 75'843 CHF | 96'330 CHF | 99.74% | 99.74% |
28.10.2024 | 25.36% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'154'930 | 2'118'110 | 75'423 CHF | 95'363 CHF | 99.89% | 99.89% |
25.10.2024 | 25.43% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'020'560 | 2'020'560 | 70'447 CHF | 90'702 CHF | 100.00% | 100.00% |
24.10.2024 | 28.97% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'972'120 | 1'972'120 | 59'163 CHF | 78'933 CHF | 100.00% | 100.00% |
23.10.2024 | 25.36% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'826'030 | 1'826'030 | 63'911 CHF | 82'214 CHF | 100.00% | 100.00% |
22.10.2024 | 25.03% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'821'120 | 1'821'120 | 65'552 CHF | 83'806 CHF | 99.90% | 99.90% |
21.10.2024 | 25.34% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'762'030 | 1'762'030 | 61'822 CHF | 79'482 CHF | 100.00% | 100.00% |
18.10.2024 | 22.56% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'802'050 | 1'797'550 | 72'082 CHF | 89'920 CHF | 99.89% | 99.89% |
17.10.2024 | 23.28% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'755'160 | 1'755'160 | 66'655 CHF | 84'246 CHF | 100.00% | 100.00% |