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 | 2.65% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 139'716 | 100'000 | 52'126 CHF | 38'312 CHF | 97.17% | 97.17% |
29.10.2024 | 2.37% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 124'232 | 100'000 | 51'747 CHF | 42'703 CHF | 100.00% | 100.00% |
28.10.2024 | 2.42% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 127'414 | 100'000 | 51'947 CHF | 41'797 CHF | 89.57% | 89.57% |
25.10.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 124'893 | 100'000 | 51'792 CHF | 42'490 CHF | 98.74% | 98.74% |
24.10.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 120'806 | 99'559 | 51'697 CHF | 43'618 CHF | 99.24% | 99.24% |
23.10.2024 | 2.34% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 121'801 | 100'000 | 51'391 CHF | 43'210 CHF | 100.00% | 100.00% |
22.10.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 120'940 | 100'000 | 51'532 CHF | 43'622 CHF | 100.00% | 100.00% |
21.10.2024 | 2.33% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 120'100 | 100'000 | 51'058 CHF | 43'515 CHF | 100.00% | 100.00% |
18.10.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 119'525 | 100'000 | 52'648 CHF | 45'056 CHF | 100.00% | 100.00% |
17.10.2024 | 2.23% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 117'289 | 100'000 | 51'991 CHF | 45'589 CHF | 95.34% | 95.34% |