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 | 0.24% | 4.16 CHF | 4.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 208'342 CHF | 208'842 CHF | 97.18% | 97.18% |
29.10.2024 | 0.25% | 4.20 CHF | 4.21 CHF | 50'000 | 50'000 | 49'175 | 49'175 | 206'988 CHF | 207'488 CHF | 100.00% | 100.00% |
28.10.2024 | 0.21% | 4.27 CHF | 4.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 211'064 CHF | 211'514 CHF | 100.00% | 100.00% |
25.10.2024 | 0.24% | 4.19 CHF | 4.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 209'451 CHF | 209'951 CHF | 99.43% | 99.43% |
24.10.2024 | 0.24% | 4.14 CHF | 4.15 CHF | 50'000 | 50'000 | 49'732 | 49'732 | 207'224 CHF | 207'724 CHF | 99.60% | 99.60% |
23.10.2024 | 0.25% | 4.14 CHF | 4.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 208'475 CHF | 208'999 CHF | 100.00% | 100.00% |
22.10.2024 | 0.28% | 4.26 CHF | 4.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 210'404 CHF | 211'004 CHF | 100.00% | 100.00% |
21.10.2024 | 0.34% | 4.26 CHF | 4.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 215'953 CHF | 216'690 CHF | 100.00% | 100.00% |
18.10.2024 | 0.36% | 4.39 CHF | 4.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 219'454 CHF | 220'254 CHF | 100.00% | 100.00% |
17.10.2024 | 0.55% | 4.52 CHF | 4.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 112'769 CHF | 113'394 CHF | 96.43% | 96.43% |