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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.10.2024 | 0.36% | 2.83 CHF | 2.84 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 168'385 CHF | 168'985 CHF | 100.00% | 100.00% |
16.10.2024 | 0.35% | 2.92 CHF | 2.93 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 172'114 CHF | 172'714 CHF | 100.00% | 100.00% |
15.10.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 169'960 CHF | 170'560 CHF | 100.00% | 100.00% |
14.10.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 170'957 CHF | 171'557 CHF | 100.00% | 100.00% |
11.10.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 180'327 CHF | 180'927 CHF | 100.00% | 100.00% |
10.10.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 175'535 CHF | 176'135 CHF | 100.00% | 100.00% |
09.10.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 178'315 CHF | 178'915 CHF | 99.90% | 99.90% |
08.10.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 60'000 | 60'000 | 59'799 | 59'799 | 175'298 CHF | 175'898 CHF | 100.00% | 100.00% |
07.10.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 183'195 CHF | 183'795 CHF | 99.80% | 99.80% |
04.10.2024 | 0.34% | 3.03 CHF | 3.04 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 178'111 CHF | 178'711 CHF | 99.98% | 99.98% |