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 | 2.33% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 120'520 | 100'000 | 51'067 CHF | 43'378 CHF | 97.17% | 97.17% |
29.10.2024 | 2.12% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 112'187 | 100'000 | 52'471 CHF | 47'812 CHF | 100.00% | 100.00% |
28.10.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 114'591 | 100'000 | 52'521 CHF | 46'869 CHF | 89.57% | 89.57% |
25.10.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 110'178 | 100'000 | 51'279 CHF | 47'544 CHF | 98.74% | 98.74% |
24.10.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 110'000 | 99'559 | 52'588 CHF | 48'596 CHF | 99.24% | 99.24% |
23.10.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 109'574 | 100'000 | 51'823 CHF | 48'306 CHF | 100.00% | 100.00% |
22.10.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 109'904 | 100'000 | 52'421 CHF | 48'699 CHF | 100.00% | 100.00% |
21.10.2024 | 2.08% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 52'346 CHF | 48'587 CHF | 100.00% | 100.00% |
18.10.2024 | 2.02% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 106'689 | 100'000 | 52'355 CHF | 50'107 CHF | 100.00% | 100.00% |
17.10.2024 | 2.00% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 106'157 | 100'000 | 52'525 CHF | 50'728 CHF | 95.34% | 95.34% |