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 | 0.59% | 1.69 CHF | 1.70 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 212'771 CHF | 214'021 CHF | 99.35% | 99.35% |
29.10.2024 | 0.61% | 1.69 CHF | 1.70 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 204'885 CHF | 206'135 CHF | 98.14% | 98.14% |
28.10.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 200'059 CHF | 201'309 CHF | 99.38% | 99.38% |
25.10.2024 | 0.65% | 1.58 CHF | 1.59 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 192'838 CHF | 194'088 CHF | 97.16% | 97.16% |
24.10.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 185'505 CHF | 186'755 CHF | 98.79% | 98.79% |
23.10.2024 | 0.66% | 1.46 CHF | 1.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 187'986 CHF | 189'236 CHF | 99.37% | 99.37% |
22.10.2024 | 0.65% | 1.50 CHF | 1.51 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 190'678 CHF | 191'928 CHF | 91.64% | 91.64% |
21.10.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 190'066 CHF | 191'316 CHF | 99.07% | 99.07% |
18.10.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 192'371 CHF | 193'621 CHF | 85.24% | 85.24% |
17.10.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 192'354 CHF | 193'604 CHF | 98.60% | 98.60% |