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 | 2.62% | 1.54 CHF | 1.55 CHF | 50'000 | 50'000 | 20'076 | 18'784 | 34'058 CHF | 31'431 CHF | 71.29% | 71.29% |
29.10.2024 | 0.76% | 2.12 CHF | 2.13 CHF | 50'000 | 50'000 | 37'323 | 30'984 | 77'890 CHF | 65'256 CHF | 84.16% | 84.16% |
28.10.2024 | 0.59% | 2.04 CHF | 2.05 CHF | 50'000 | 50'000 | 45'501 | 43'252 | 92'591 CHF | 88'433 CHF | 43.59% | 43.59% |
25.10.2024 | 0.90% | 2.08 CHF | 2.09 CHF | 50'000 | 50'000 | 34'273 | 25'354 | 70'001 CHF | 52'306 CHF | 99.67% | 99.67% |
24.10.2024 | 0.85% | 2.00 CHF | 2.01 CHF | 50'000 | 50'000 | 33'565 | 24'247 | 70'167 CHF | 50'898 CHF | 95.38% | 95.38% |
23.10.2024 | 0.85% | 2.08 CHF | 2.09 CHF | 50'000 | 50'000 | 34'273 | 25'356 | 73'466 CHF | 54'666 CHF | 99.67% | 99.67% |
22.10.2024 | 0.85% | 2.17 CHF | 2.18 CHF | 50'000 | 50'000 | 34'272 | 25'352 | 73'282 CHF | 54'631 CHF | 99.67% | 99.67% |
21.10.2024 | 0.84% | 2.17 CHF | 2.18 CHF | 50'000 | 50'000 | 34'273 | 25'355 | 75'495 CHF | 56'210 CHF | 99.67% | 99.67% |
18.10.2024 | 0.80% | 2.26 CHF | 2.27 CHF | 50'000 | 50'000 | 34'292 | 25'395 | 76'473 CHF | 56'931 CHF | 99.67% | 99.67% |
17.10.2024 | 0.82% | 2.26 CHF | 2.27 CHF | 50'000 | 50'000 | 34'292 | 25'394 | 77'824 CHF | 58'117 CHF | 99.67% | 99.67% |