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 | 0.23% | 4.34 CHF | 4.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 217'042 CHF | 217'542 CHF | 97.18% | 97.18% |
29.10.2024 | 0.24% | 4.37 CHF | 4.38 CHF | 50'000 | 50'000 | 49'175 | 49'175 | 215'545 CHF | 216'045 CHF | 100.00% | 100.00% |
28.10.2024 | 0.20% | 4.44 CHF | 4.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 219'764 CHF | 220'214 CHF | 100.00% | 100.00% |
25.10.2024 | 0.21% | 4.37 CHF | 4.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 218'201 CHF | 218'651 CHF | 99.43% | 99.43% |
24.10.2024 | 0.23% | 4.31 CHF | 4.32 CHF | 50'000 | 50'000 | 49'731 | 49'731 | 215'874 CHF | 216'374 CHF | 99.60% | 99.60% |
23.10.2024 | 0.24% | 4.31 CHF | 4.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 217'175 CHF | 217'699 CHF | 100.00% | 100.00% |
22.10.2024 | 0.27% | 4.43 CHF | 4.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 219'104 CHF | 219'704 CHF | 100.00% | 100.00% |
21.10.2024 | 0.33% | 4.44 CHF | 4.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 224'608 CHF | 225'340 CHF | 100.00% | 100.00% |
18.10.2024 | 0.33% | 4.56 CHF | 4.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 228'104 CHF | 228'854 CHF | 100.00% | 100.00% |
17.10.2024 | 0.51% | 4.69 CHF | 4.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 117'119 CHF | 117'719 CHF | 96.43% | 96.43% |