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 | 0.35% | 2.82 CHF | 2.83 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 338'424 CHF | 339'624 CHF | 100.00% | 100.00% |
29.10.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 340'963 CHF | 342'163 CHF | 100.00% | 100.00% |
28.10.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 341'598 CHF | 342'798 CHF | 98.82% | 98.82% |
25.10.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 339'693 CHF | 340'893 CHF | 99.85% | 99.85% |
24.10.2024 | 0.35% | 2.80 CHF | 2.81 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 338'304 CHF | 339'504 CHF | 100.00% | 100.00% |
23.10.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 338'568 CHF | 339'768 CHF | 100.00% | 100.00% |
22.10.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 340'870 CHF | 342'070 CHF | 100.00% | 100.00% |
21.10.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 120'000 | 120'000 | 119'938 | 119'938 | 347'353 CHF | 348'553 CHF | 99.72% | 99.72% |
18.10.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 351'760 CHF | 352'960 CHF | 100.00% | 100.00% |
17.10.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 359'679 CHF | 360'879 CHF | 100.00% | 100.00% |