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 | 1.26% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 354'749 CHF | 119'750 CHF | 99.43% | 99.43% |
29.10.2024 | 1.24% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 361'412 CHF | 121'971 CHF | 97.56% | 97.56% |
28.10.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 366'082 CHF | 123'527 CHF | 96.67% | 96.67% |
25.10.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 373'598 CHF | 126'033 CHF | 98.53% | 98.53% |
24.10.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 383'529 CHF | 129'343 CHF | 99.46% | 99.46% |
23.10.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 389'982 CHF | 131'494 CHF | 96.83% | 96.83% |
22.10.2024 | 1.42% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 316'958 CHF | 107'153 CHF | 83.57% | 83.57% |
21.10.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 302'111 CHF | 102'204 CHF | 91.13% | 91.13% |
18.10.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 308'954 CHF | 104'485 CHF | 96.41% | 96.41% |
17.10.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 301'474 CHF | 101'991 CHF | 98.19% | 98.19% |