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 | 0.18% | 5.55 CHF | 5.56 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'379'900 CHF | 1'382'400 CHF | 100.00% | 100.00% |
29.10.2024 | 0.19% | 5.42 CHF | 5.43 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'328'560 CHF | 1'331'060 CHF | 100.00% | 100.00% |
28.10.2024 | 0.19% | 5.19 CHF | 5.20 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'283'420 CHF | 1'285'920 CHF | 100.00% | 100.00% |
25.10.2024 | 0.20% | 5.18 CHF | 5.19 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'265'740 CHF | 1'268'240 CHF | 100.00% | 100.00% |
24.10.2024 | 0.19% | 5.14 CHF | 5.15 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'287'800 CHF | 1'290'300 CHF | 100.00% | 100.00% |
23.10.2024 | 0.19% | 4.94 CHF | 4.95 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'311'380 CHF | 1'313'880 CHF | 100.00% | 100.00% |
22.10.2024 | 0.19% | 5.22 CHF | 5.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'288'840 CHF | 1'291'340 CHF | 100.00% | 100.00% |
21.10.2024 | 0.19% | 5.02 CHF | 5.03 CHF | 250'000 | 250'000 | 249'838 | 249'838 | 1'282'300 CHF | 1'284'800 CHF | 100.00% | 100.00% |
18.10.2024 | 0.20% | 5.02 CHF | 5.03 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'239'130 CHF | 1'241'630 CHF | 100.00% | 100.00% |
17.10.2024 | 0.21% | 4.80 CHF | 4.81 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'181'200 CHF | 1'183'700 CHF | 100.00% | 100.00% |