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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.10.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 678'986 CHF | 688'986 CHF | 98.44% | 98.44% |
23.10.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 698'350 CHF | 708'350 CHF | 100.00% | 100.00% |
22.10.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 661'321 CHF | 671'321 CHF | 100.00% | 100.00% |
21.10.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 1'000'000 | 1'000'000 | 999'535 | 999'535 | 635'348 CHF | 645'348 CHF | 100.00% | 100.00% |
18.10.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 639'990 CHF | 649'990 CHF | 100.00% | 100.00% |
17.10.2024 | 1.55% | 0.66 CHF | 0.67 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 640'381 CHF | 650'381 CHF | 99.59% | 99.59% |
16.10.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 605'039 CHF | 615'039 CHF | 100.00% | 100.00% |
15.10.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 1'000'000 | 1'000'000 | 999'846 | 1'000'000 | 589'693 CHF | 599'787 CHF | 100.00% | 100.00% |
14.10.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 577'908 CHF | 587'908 CHF | 100.00% | 100.00% |
11.10.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 560'484 CHF | 570'484 CHF | 100.00% | 100.00% |