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 | 0.25% | 4.04 CHF | 4.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 300'117 CHF | 300'867 CHF | 100.00% | 100.00% |
29.10.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 302'041 CHF | 302'791 CHF | 100.00% | 100.00% |
28.10.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 303'466 CHF | 304'216 CHF | 100.00% | 100.00% |
25.10.2024 | 0.24% | 4.12 CHF | 4.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 309'920 CHF | 310'670 CHF | 100.00% | 100.00% |
24.10.2024 | 0.23% | 4.24 CHF | 4.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 320'481 CHF | 321'231 CHF | 100.00% | 100.00% |
23.10.2024 | 0.24% | 4.17 CHF | 4.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 310'310 CHF | 311'060 CHF | 100.00% | 100.00% |
22.10.2024 | 0.25% | 4.12 CHF | 4.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 305'187 CHF | 305'937 CHF | 100.00% | 100.00% |
21.10.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 75'000 | 75'000 | 74'932 | 74'932 | 301'358 CHF | 302'108 CHF | 100.00% | 100.00% |
18.10.2024 | 0.24% | 4.09 CHF | 4.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 310'696 CHF | 311'446 CHF | 100.00% | 100.00% |
17.10.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 298'777 CHF | 299'527 CHF | 100.00% | 100.00% |