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 | 3.76% | 0.26 CHF | 0.27 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 23'482 CHF | 24'382 CHF | 100.00% | 100.00% |
29.10.2024 | 3.04% | 0.28 CHF | 0.29 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 19'592 CHF | 20'192 CHF | 100.00% | 100.00% |
28.10.2024 | 2.60% | 0.39 CHF | 0.40 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 22'780 CHF | 23'380 CHF | 100.00% | 100.00% |
25.10.2024 | 2.29% | 0.44 CHF | 0.45 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 25'904 CHF | 26'504 CHF | 100.00% | 100.00% |
24.10.2024 | 2.19% | 0.42 CHF | 0.43 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 27'135 CHF | 27'735 CHF | 100.00% | 100.00% |
23.10.2024 | 2.24% | 0.42 CHF | 0.43 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 26'476 CHF | 27'076 CHF | 100.00% | 100.00% |
22.10.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 26'557 CHF | 27'157 CHF | 100.00% | 100.00% |
21.10.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 26'927 CHF | 27'527 CHF | 100.00% | 100.00% |
18.10.2024 | 2.30% | 0.41 CHF | 0.42 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 25'806 CHF | 26'406 CHF | 98.86% | 98.86% |
17.10.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 28'417 CHF | 29'117 CHF | 100.00% | 100.00% |