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 | 6.64% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 131'365 CHF | 46'788 CHF | 99.51% | 99.51% |
29.10.2024 | 5.66% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 819'062 | 273'021 | 140'334 CHF | 49'508 CHF | 99.50% | 99.50% |
28.10.2024 | 6.24% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 140'087 CHF | 49'696 CHF | 95.91% | 95.91% |
25.10.2024 | 6.44% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 135'260 CHF | 48'087 CHF | 99.60% | 99.60% |
24.10.2024 | 6.24% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 139'847 CHF | 49'616 CHF | 99.42% | 99.42% |
23.10.2024 | 6.37% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 136'870 CHF | 48'623 CHF | 99.60% | 99.60% |
22.10.2024 | 6.43% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 135'750 CHF | 48'250 CHF | 95.40% | 95.40% |
21.10.2024 | 5.63% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 155'405 CHF | 54'802 CHF | 99.64% | 99.64% |
18.10.2024 | 5.55% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 871'110 | 290'370 | 152'843 CHF | 53'851 CHF | 99.64% | 99.64% |
17.10.2024 | 6.14% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 905'697 | 305'697 | 143'230 CHF | 51'326 CHF | 98.93% | 98.93% |