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 | 0.48% | 2.08 CHF | 2.09 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 250'330 CHF | 251'530 CHF | 100.00% | 100.00% |
29.10.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 252'968 CHF | 254'168 CHF | 100.00% | 100.00% |
28.10.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 253'680 CHF | 254'880 CHF | 98.82% | 98.82% |
25.10.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 251'715 CHF | 252'915 CHF | 99.84% | 99.84% |
24.10.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 250'461 CHF | 251'661 CHF | 100.00% | 100.00% |
23.10.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 250'590 CHF | 251'790 CHF | 100.00% | 100.00% |
22.10.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 253'029 CHF | 254'229 CHF | 100.00% | 100.00% |
21.10.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 120'000 | 120'000 | 119'939 | 119'939 | 259'636 CHF | 260'836 CHF | 99.72% | 99.72% |
18.10.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 263'958 CHF | 265'158 CHF | 100.00% | 100.00% |
17.10.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 271'930 CHF | 273'130 CHF | 100.00% | 100.00% |