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 | 0.60% | 1.57 CHF | 1.58 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 836'009 CHF | 841'009 CHF | 100.00% | 100.00% |
29.10.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 841'651 CHF | 846'651 CHF | 100.00% | 100.00% |
28.10.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 889'141 CHF | 894'141 CHF | 100.00% | 100.00% |
25.10.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 898'107 CHF | 903'107 CHF | 100.00% | 100.00% |
24.10.2024 | 0.55% | 1.86 CHF | 1.87 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 908'422 CHF | 913'422 CHF | 99.58% | 99.58% |
23.10.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 866'646 CHF | 871'646 CHF | 100.00% | 100.00% |
22.10.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 870'215 CHF | 875'215 CHF | 100.00% | 100.00% |
21.10.2024 | 0.53% | 1.81 CHF | 1.82 CHF | 500'000 | 500'000 | 499'715 | 499'715 | 937'061 CHF | 942'061 CHF | 100.00% | 100.00% |
18.10.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 993'627 CHF | 998'627 CHF | 100.00% | 100.00% |
17.10.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 980'122 CHF | 985'122 CHF | 100.00% | 100.00% |