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 | 3.90% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 113'275 CHF | 39'259 CHF | 99.41% | 99.41% |
29.10.2024 | 3.43% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 129'202 CHF | 44'567 CHF | 99.31% | 99.31% |
28.10.2024 | 3.65% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 121'449 CHF | 41'983 CHF | 95.74% | 95.74% |
25.10.2024 | 2.94% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 150'969 CHF | 51'823 CHF | 99.36% | 99.36% |
24.10.2024 | 2.72% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 163'522 CHF | 56'007 CHF | 99.57% | 99.57% |
23.10.2024 | 2.74% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 162'008 CHF | 55'503 CHF | 99.02% | 99.02% |
22.10.2024 | 2.75% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 161'456 CHF | 55'319 CHF | 95.21% | 95.21% |
21.10.2024 | 2.67% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 166'079 CHF | 56'860 CHF | 99.58% | 99.58% |
18.10.2024 | 2.71% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 164'641 CHF | 56'380 CHF | 99.16% | 99.16% |
17.10.2024 | 2.77% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 160'215 CHF | 54'905 CHF | 99.57% | 99.57% |