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 | 2.02% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 106'761 | 100'000 | 52'360 CHF | 50'073 CHF | 97.17% | 97.17% |
29.10.2024 | 1.85% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'495 CHF | 54'495 CHF | 100.00% | 100.00% |
28.10.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'725 CHF | 53'725 CHF | 100.00% | 100.00% |
25.10.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'312 CHF | 54'312 CHF | 98.74% | 98.74% |
24.10.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 99'559 | 54'702 CHF | 55'464 CHF | 99.24% | 99.24% |
23.10.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'003 CHF | 55'003 CHF | 100.00% | 100.00% |
22.10.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'391 CHF | 55'391 CHF | 100.00% | 100.00% |
21.10.2024 | 1.82% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'352 CHF | 55'352 CHF | 100.00% | 100.00% |
18.10.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'841 CHF | 56'841 CHF | 100.00% | 100.00% |
17.10.2024 | 1.77% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'329 CHF | 57'329 CHF | 95.34% | 95.34% |