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 | 0.46% | 2.15 CHF | 2.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 645'866 CHF | 216'289 CHF | 99.43% | 99.43% |
29.10.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 617'315 CHF | 206'772 CHF | 99.20% | 99.20% |
28.10.2024 | 0.47% | 2.09 CHF | 2.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 643'589 CHF | 215'530 CHF | 96.67% | 96.67% |
25.10.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 674'647 CHF | 225'882 CHF | 98.52% | 98.52% |
24.10.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 665'992 CHF | 222'997 CHF | 99.03% | 99.03% |
23.10.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 675'173 CHF | 226'058 CHF | 98.73% | 98.73% |
22.10.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 670'405 CHF | 224'468 CHF | 95.48% | 95.48% |
21.10.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 658'726 CHF | 220'575 CHF | 97.36% | 97.36% |
18.10.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 651'499 CHF | 218'166 CHF | 99.13% | 99.13% |
17.10.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 679'019 CHF | 227'340 CHF | 98.49% | 98.49% |