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 | 0.31% | 3.15 CHF | 3.16 CHF | 500'000 | 500'000 | 335'386 | 335'386 | 1'066'580 CHF | 1'069'940 CHF | 99.01% | 99.01% |
29.10.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 500'000 | 500'000 | 335'600 | 335'600 | 1'007'830 CHF | 1'011'190 CHF | 99.75% | 99.75% |
28.10.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 500'000 | 500'000 | 336'187 | 336'187 | 1'022'930 CHF | 1'026'300 CHF | 99.08% | 99.08% |
25.10.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 500'000 | 500'000 | 304'327 | 304'327 | 914'524 CHF | 917'567 CHF | 99.67% | 99.67% |
24.10.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 500'000 | 500'000 | 304'300 | 304'300 | 902'015 CHF | 905'058 CHF | 99.67% | 99.67% |
23.10.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 500'000 | 500'000 | 304'328 | 304'328 | 919'399 CHF | 922'442 CHF | 99.68% | 99.68% |
22.10.2024 | 0.35% | 2.97 CHF | 2.98 CHF | 500'000 | 500'000 | 304'323 | 304'323 | 876'456 CHF | 879'499 CHF | 99.68% | 99.68% |
21.10.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 500'000 | 500'000 | 304'322 | 304'322 | 854'125 CHF | 857'169 CHF | 99.68% | 99.68% |
18.10.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 500'000 | 500'000 | 305'179 | 305'179 | 862'164 CHF | 865'216 CHF | 98.14% | 98.14% |
17.10.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 500'000 | 500'000 | 309'956 | 309'956 | 877'989 CHF | 881'088 CHF | 90.30% | 90.30% |