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 | 1.36% | 1.13 CHF | 1.14 CHF | 100'000 | 100'000 | 76'926 | 76'926 | 85'944 CHF | 86'999 CHF | 97.12% | 97.12% |
29.10.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 118'550 CHF | 119'589 CHF | 100.00% | 100.00% |
28.10.2024 | 0.86% | 1.20 CHF | 1.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 123'523 CHF | 124'586 CHF | 100.00% | 100.00% |
25.10.2024 | 0.86% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 122'309 CHF | 123'368 CHF | 99.46% | 99.46% |
24.10.2024 | 0.88% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 99'731 | 99'731 | 121'076 CHF | 122'140 CHF | 99.60% | 99.60% |
23.10.2024 | 1.05% | 1.18 CHF | 1.19 CHF | 100'000 | 100'000 | 92'279 | 92'279 | 102'586 CHF | 103'591 CHF | 98.89% | 98.89% |
22.10.2024 | 0.95% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 105'846 CHF | 106'856 CHF | 99.38% | 99.38% |
21.10.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 111'047 CHF | 112'050 CHF | 100.00% | 100.00% |
18.10.2024 | 1.02% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 109'159 CHF | 110'279 CHF | 99.38% | 99.38% |
17.10.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 105'061 CHF | 106'065 CHF | 96.39% | 96.39% |