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 | 0.75% | 1.91 CHF | 1.92 CHF | 174'000 | 174'000 | 94'442 | 94'403 | 180'120 CHF | 181'171 CHF | 100.00% | 100.00% |
29.10.2024 | 0.70% | 1.96 CHF | 1.97 CHF | 172'000 | 172'000 | 92'225 | 92'225 | 184'094 CHF | 185'189 CHF | 99.04% | 99.04% |
28.10.2024 | 0.74% | 1.97 CHF | 1.98 CHF | 172'000 | 172'000 | 93'688 | 92'563 | 182'245 CHF | 181'206 CHF | 99.89% | 99.89% |
25.10.2024 | 0.82% | 1.87 CHF | 1.88 CHF | 176'000 | 176'000 | 78'646 | 78'646 | 147'811 CHF | 148'831 CHF | 100.00% | 100.00% |
24.10.2024 | 0.85% | 1.78 CHF | 1.79 CHF | 180'000 | 180'000 | 80'312 | 80'312 | 144'517 CHF | 145'558 CHF | 100.00% | 100.00% |
23.10.2024 | 0.79% | 1.88 CHF | 1.89 CHF | 176'000 | 176'000 | 77'456 | 77'456 | 150'330 CHF | 151'333 CHF | 100.00% | 100.00% |
22.10.2024 | 0.79% | 2.01 CHF | 2.02 CHF | 172'000 | 172'000 | 77'338 | 77'338 | 152'612 CHF | 153'618 CHF | 99.90% | 99.90% |
21.10.2024 | 0.79% | 1.98 CHF | 1.99 CHF | 172'000 | 172'000 | 77'055 | 77'055 | 152'244 CHF | 153'244 CHF | 100.00% | 100.00% |
18.10.2024 | 0.74% | 2.06 CHF | 2.07 CHF | 170'000 | 170'000 | 75'486 | 75'335 | 156'553 CHF | 157'208 CHF | 99.89% | 99.89% |
17.10.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 174'000 | 174'000 | 77'103 | 77'103 | 152'901 CHF | 153'673 CHF | 100.00% | 100.00% |