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 | 0.81% | 1.22 CHF | 1.23 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 369'330 CHF | 372'330 CHF | 100.00% | 100.00% |
29.10.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 372'472 CHF | 375'472 CHF | 100.00% | 100.00% |
28.10.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 361'562 CHF | 364'562 CHF | 100.00% | 100.00% |
25.10.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 352'640 CHF | 355'640 CHF | 100.00% | 100.00% |
24.10.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 349'090 CHF | 352'090 CHF | 100.00% | 100.00% |
23.10.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 350'352 CHF | 353'352 CHF | 100.00% | 100.00% |
22.10.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 338'576 CHF | 341'576 CHF | 100.00% | 100.00% |
21.10.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 300'000 | 300'000 | 299'740 | 299'740 | 336'679 CHF | 339'679 CHF | 100.00% | 100.00% |
18.10.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 332'483 CHF | 335'483 CHF | 100.00% | 100.00% |
17.10.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 339'095 CHF | 342'095 CHF | 100.00% | 100.00% |