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 | 0.20% | 4.97 CHF | 4.98 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 295'810 CHF | 296'410 CHF | 100.00% | 100.00% |
29.10.2024 | 0.20% | 4.89 CHF | 4.90 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 294'626 CHF | 295'226 CHF | 100.00% | 100.00% |
28.10.2024 | 0.20% | 4.93 CHF | 4.94 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 295'526 CHF | 296'126 CHF | 100.00% | 100.00% |
25.10.2024 | 0.21% | 4.87 CHF | 4.88 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 291'724 CHF | 292'324 CHF | 100.00% | 100.00% |
24.10.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 285'817 CHF | 286'417 CHF | 99.37% | 99.37% |
23.10.2024 | 0.21% | 4.74 CHF | 4.75 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 286'360 CHF | 286'960 CHF | 100.00% | 100.00% |
22.10.2024 | 0.21% | 4.78 CHF | 4.79 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 287'089 CHF | 287'689 CHF | 100.00% | 100.00% |
21.10.2024 | 0.21% | 4.75 CHF | 4.76 CHF | 60'000 | 60'000 | 59'969 | 59'969 | 287'240 CHF | 287'840 CHF | 100.00% | 100.00% |
18.10.2024 | 0.21% | 4.88 CHF | 4.89 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 291'380 CHF | 291'980 CHF | 100.00% | 100.00% |
17.10.2024 | 0.20% | 4.91 CHF | 4.92 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 295'614 CHF | 296'214 CHF | 100.00% | 100.00% |