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 |
---|---|---|---|---|---|---|---|---|---|---|---|
01.11.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 75'000 | 75'000 | 75'000 | 74'991 | 96'228 CHF | 96'967 CHF | 99.32% | 99.32% |
31.10.2024 | 0.72% | 1.43 CHF | 1.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 103'775 CHF | 104'525 CHF | 99.41% | 99.41% |
30.10.2024 | 0.60% | 1.61 CHF | 1.62 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 124'307 CHF | 125'057 CHF | 94.10% | 94.10% |
29.10.2024 | 0.87% | 1.18 CHF | 1.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 85'559 CHF | 86'309 CHF | 99.42% | 99.42% |
28.10.2024 | 0.88% | 1.08 CHF | 1.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 85'260 CHF | 86'010 CHF | 96.72% | 96.72% |
25.10.2024 | 1.03% | 1.03 CHF | 1.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'622 CHF | 73'372 CHF | 99.26% | 99.26% |
24.10.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'401 CHF | 72'151 CHF | 99.37% | 99.37% |
23.10.2024 | 0.98% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'215 CHF | 76'965 CHF | 99.36% | 99.36% |
22.10.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'171 CHF | 73'921 CHF | 95.54% | 95.54% |
21.10.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'574 CHF | 72'324 CHF | 99.36% | 99.36% |