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 | 3.52% | 0.89 CHF | 0.92 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 16'762 CHF | 17'362 CHF | 100.00% | 100.00% |
23.10.2024 | 3.33% | 0.83 CHF | 0.86 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 8'875 CHF | 9'175 CHF | 99.85% | 99.85% |
22.10.2024 | 3.08% | 0.96 CHF | 0.99 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 9'601 CHF | 9'901 CHF | 99.87% | 99.87% |
21.10.2024 | 2.80% | 0.99 CHF | 1.02 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 10'565 CHF | 10'865 CHF | 99.66% | 99.66% |
18.10.2024 | 2.83% | 1.06 CHF | 1.09 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 10'440 CHF | 10'740 CHF | 99.81% | 99.81% |
17.10.2024 | 2.91% | 1.06 CHF | 1.09 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 10'168 CHF | 10'468 CHF | 99.90% | 99.90% |
16.10.2024 | 3.11% | 1.00 CHF | 1.03 CHF | 10'000 | 10'000 | 10'295 | 10'295 | 9'751 CHF | 10'060 CHF | 100.00% | 100.00% |
15.10.2024 | 2.64% | 1.03 CHF | 1.06 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 11'227 CHF | 11'527 CHF | 99.90% | 99.90% |
14.10.2024 | 2.71% | 1.14 CHF | 1.17 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 10'926 CHF | 11'226 CHF | 100.00% | 100.00% |
11.10.2024 | 2.95% | 1.05 CHF | 1.08 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 20'096 CHF | 20'696 CHF | 100.00% | 100.00% |