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 | 0.95% | 1.05 CHF | 1.06 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 199'427 CHF | 201'327 CHF | 100.00% | 100.00% |
29.10.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 190'000 | 190'000 | 184'383 | 184'383 | 184'953 CHF | 186'797 CHF | 100.00% | 100.00% |
28.10.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 198'770 CHF | 200'670 CHF | 100.00% | 100.00% |
25.10.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 208'522 CHF | 210'422 CHF | 100.00% | 100.00% |
24.10.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 205'832 CHF | 207'732 CHF | 100.00% | 100.00% |
23.10.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 190'000 | 190'000 | 190'025 | 190'025 | 208'862 CHF | 210'762 CHF | 100.00% | 100.00% |
22.10.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 207'304 CHF | 209'204 CHF | 100.00% | 100.00% |
21.10.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 190'000 | 190'000 | 189'913 | 189'913 | 203'644 CHF | 205'544 CHF | 100.00% | 100.00% |
18.10.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 201'453 CHF | 203'353 CHF | 100.00% | 100.00% |
17.10.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 190'000 | 190'000 | 190'142 | 190'142 | 210'269 CHF | 212'171 CHF | 100.00% | 100.00% |