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 | 0.73% | 3.08 CHF | 3.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 152'664 CHF | 153'782 CHF | 89.75% | 89.75% |
29.10.2024 | 0.70% | 3.09 CHF | 3.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 155'990 CHF | 157'092 CHF | 69.54% | 69.54% |
28.10.2024 | 0.73% | 3.08 CHF | 3.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 150'172 CHF | 151'268 CHF | 70.72% | 70.72% |
25.10.2024 | 0.78% | 2.80 CHF | 2.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 143'426 CHF | 144'555 CHF | 93.50% | 93.50% |
24.10.2024 | 0.82% | 2.79 CHF | 2.81 CHF | 50'000 | 50'000 | 49'774 | 49'774 | 138'295 CHF | 139'425 CHF | 97.04% | 97.04% |
23.10.2024 | 0.79% | 2.78 CHF | 2.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 139'874 CHF | 140'983 CHF | 100.00% | 100.00% |
22.10.2024 | 0.80% | 2.83 CHF | 2.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 141'040 CHF | 142'180 CHF | 99.68% | 99.68% |
21.10.2024 | 0.77% | 2.92 CHF | 2.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 147'155 CHF | 148'288 CHF | 100.00% | 100.00% |
18.10.2024 | 0.76% | 3.00 CHF | 3.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 148'808 CHF | 149'938 CHF | 99.76% | 99.76% |
17.10.2024 | 0.78% | 2.98 CHF | 3.01 CHF | 50'000 | 50'000 | 48'763 | 48'763 | 143'329 CHF | 144'437 CHF | 91.80% | 91.80% |