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 | 0.92% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'840 CHF | 54'340 CHF | 97.09% | 97.09% |
29.10.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'482 CHF | 54'982 CHF | 96.41% | 96.41% |
28.10.2024 | 1.03% | 1.04 CHF | 1.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'643 CHF | 73'393 CHF | 100.00% | 100.00% |
25.10.2024 | 1.46% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 50'496 | 50'496 | 46'788 CHF | 47'429 CHF | 99.12% | 99.12% |
24.10.2024 | 1.55% | 0.94 CHF | 0.95 CHF | 37'500 | 37'500 | 37'233 | 37'233 | 34'703 CHF | 35'244 CHF | 99.60% | 99.60% |
23.10.2024 | 1.55% | 0.97 CHF | 0.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'608 CHF | 26'009 CHF | 100.00% | 100.00% |
22.10.2024 | 1.42% | 1.03 CHF | 1.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'957 CHF | 27'341 CHF | 97.26% | 97.26% |
21.10.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'731 CHF | 62'231 CHF | 100.00% | 100.00% |
18.10.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'569 CHF | 63'069 CHF | 100.00% | 100.00% |
17.10.2024 | 0.87% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'354 CHF | 57'854 CHF | 98.45% | 98.45% |