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 | 0.96% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 467'867 CHF | 157'456 CHF | 99.43% | 99.43% |
29.10.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 474'767 CHF | 159'756 CHF | 97.56% | 97.56% |
28.10.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 480'011 CHF | 161'504 CHF | 96.74% | 96.74% |
25.10.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 487'530 CHF | 164'010 CHF | 98.53% | 98.53% |
24.10.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 497'934 CHF | 167'478 CHF | 99.46% | 99.46% |
23.10.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 504'384 CHF | 169'628 CHF | 96.83% | 96.83% |
22.10.2024 | 1.04% | 1.09 CHF | 1.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 431'237 CHF | 145'246 CHF | 83.57% | 83.57% |
21.10.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 415'140 CHF | 139'880 CHF | 91.13% | 91.13% |
18.10.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 423'398 CHF | 142'633 CHF | 96.41% | 96.41% |
17.10.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 414'269 CHF | 139'590 CHF | 98.20% | 98.20% |