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 | 0.82% | 1.22 CHF | 1.23 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 231'520 CHF | 233'420 CHF | 100.00% | 100.00% |
29.10.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 190'000 | 190'000 | 184'382 | 184'382 | 215'857 CHF | 217'701 CHF | 100.00% | 100.00% |
28.10.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 230'733 CHF | 232'633 CHF | 100.00% | 100.00% |
25.10.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 240'585 CHF | 242'485 CHF | 99.82% | 99.82% |
24.10.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 237'653 CHF | 239'553 CHF | 100.00% | 100.00% |
23.10.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 190'000 | 190'000 | 190'025 | 190'025 | 240'749 CHF | 242'649 CHF | 100.00% | 100.00% |
22.10.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 239'106 CHF | 241'006 CHF | 100.00% | 100.00% |
21.10.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 190'000 | 190'000 | 189'893 | 189'893 | 235'447 CHF | 237'347 CHF | 100.00% | 100.00% |
18.10.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 233'473 CHF | 235'373 CHF | 100.00% | 100.00% |
17.10.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 190'000 | 190'000 | 190'142 | 190'142 | 242'171 CHF | 244'072 CHF | 100.00% | 100.00% |