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 | 0.38% | 2.64 CHF | 2.65 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 316'547 CHF | 317'747 CHF | 100.00% | 100.00% |
29.10.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 319'110 CHF | 320'310 CHF | 100.00% | 100.00% |
28.10.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 319'779 CHF | 320'979 CHF | 98.61% | 98.61% |
25.10.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 317'805 CHF | 319'005 CHF | 99.86% | 99.86% |
24.10.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 316'581 CHF | 317'781 CHF | 100.00% | 100.00% |
23.10.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 316'704 CHF | 317'904 CHF | 100.00% | 100.00% |
22.10.2024 | 0.38% | 2.68 CHF | 2.69 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 319'029 CHF | 320'229 CHF | 100.00% | 100.00% |
21.10.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 120'000 | 120'000 | 119'940 | 119'940 | 325'697 CHF | 326'897 CHF | 99.74% | 99.74% |
18.10.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 330'079 CHF | 331'279 CHF | 100.00% | 100.00% |
17.10.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 337'930 CHF | 339'130 CHF | 100.00% | 100.00% |