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 | 0.84% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 89'000 CHF | 89'750 CHF | 97.18% | 97.18% |
29.10.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 123'564 CHF | 124'564 CHF | 100.00% | 100.00% |
28.10.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 117'923 CHF | 118'923 CHF | 100.00% | 100.00% |
25.10.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 115'658 CHF | 116'658 CHF | 99.43% | 99.43% |
24.10.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 99'467 | 99'467 | 116'268 CHF | 117'268 CHF | 99.60% | 99.60% |
23.10.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'178 CHF | 90'928 CHF | 100.00% | 100.00% |
22.10.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 93'157 CHF | 93'907 CHF | 100.00% | 100.00% |
21.10.2024 | 0.87% | 1.29 CHF | 1.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 95'994 CHF | 96'834 CHF | 100.00% | 100.00% |
18.10.2024 | 0.87% | 1.31 CHF | 1.32 CHF | 75'000 | 75'000 | 69'021 | 69'021 | 91'039 CHF | 91'789 CHF | 100.00% | 100.00% |
17.10.2024 | 1.05% | 1.29 CHF | 1.30 CHF | 100'000 | 100'000 | 85'232 | 85'232 | 106'131 CHF | 107'131 CHF | 96.43% | 96.43% |