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 | 2.64% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'137 | 75'000 | 50'998 CHF | 43'568 CHF | 97.17% | 97.17% |
29.10.2024 | 2.58% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'528 CHF | 44'920 CHF | 100.00% | 100.00% |
28.10.2024 | 2.53% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'899 CHF | 46'066 CHF | 100.00% | 100.00% |
25.10.2024 | 2.45% | 0.59 CHF | 0.61 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'510 CHF | 44'844 CHF | 99.36% | 99.36% |
24.10.2024 | 2.60% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'000 | 74'780 | 55'186 CHF | 47'061 CHF | 99.24% | 99.24% |
23.10.2024 | 2.93% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 54'931 CHF | 47'138 CHF | 100.00% | 100.00% |
22.10.2024 | 2.79% | 0.60 CHF | 0.62 CHF | 90'000 | 75'000 | 89'716 | 75'000 | 53'658 CHF | 46'131 CHF | 100.00% | 100.00% |
21.10.2024 | 2.85% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 89'692 | 75'000 | 53'942 CHF | 46'422 CHF | 87.88% | 87.88% |
18.10.2024 | 2.53% | 0.70 CHF | 0.72 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 55'246 CHF | 53'122 CHF | 92.83% | 92.83% |
17.10.2024 | 2.25% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'389 CHF | 52'148 CHF | 97.63% | 97.63% |