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 | 0.83% | 1.22 CHF | 1.23 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 36'159 CHF | 36'459 CHF | 99.73% | 99.73% |
29.10.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 42'297 CHF | 42'647 CHF | 100.00% | 100.00% |
28.10.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 35'832 CHF | 36'132 CHF | 100.00% | 100.00% |
25.10.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 36'873 CHF | 37'173 CHF | 100.00% | 100.00% |
24.10.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 37'759 CHF | 38'059 CHF | 100.00% | 100.00% |
23.10.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 37'535 CHF | 37'835 CHF | 100.00% | 100.00% |
22.10.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 43'059 CHF | 43'409 CHF | 100.00% | 100.00% |
21.10.2024 | 0.89% | 1.15 CHF | 1.16 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 39'309 CHF | 39'659 CHF | 99.95% | 99.95% |
18.10.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 39'037 CHF | 39'387 CHF | 100.00% | 100.00% |
17.10.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 40'859 CHF | 41'209 CHF | 100.00% | 100.00% |