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 | 0.29% | 3.51 CHF | 3.52 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 208'495 CHF | 209'095 CHF | 100.00% | 100.00% |
29.10.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 207'290 CHF | 207'890 CHF | 100.00% | 100.00% |
28.10.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 208'282 CHF | 208'882 CHF | 100.00% | 100.00% |
25.10.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 204'438 CHF | 205'038 CHF | 100.00% | 100.00% |
24.10.2024 | 0.30% | 3.39 CHF | 3.40 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 198'609 CHF | 199'209 CHF | 99.40% | 99.40% |
23.10.2024 | 0.30% | 3.28 CHF | 3.29 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 198'917 CHF | 199'517 CHF | 100.00% | 100.00% |
22.10.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 199'843 CHF | 200'443 CHF | 100.00% | 100.00% |
21.10.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 60'000 | 60'000 | 59'969 | 59'969 | 200'124 CHF | 200'724 CHF | 100.00% | 100.00% |
18.10.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 204'048 CHF | 204'648 CHF | 100.00% | 100.00% |
17.10.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 208'492 CHF | 209'092 CHF | 100.00% | 100.00% |