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 | 0.88% | 1.20 CHF | 1.21 CHF | 500'000 | 500'000 | 500'000 | 499'885 | 567'137 CHF | 572'006 CHF | 100.00% | 100.00% |
29.10.2024 | 0.90% | 1.05 CHF | 1.06 CHF | 500'000 | 500'000 | 500'000 | 499'948 | 556'756 CHF | 561'697 CHF | 100.00% | 100.00% |
28.10.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 500'000 | 500'000 | 500'000 | 499'991 | 560'871 CHF | 565'860 CHF | 100.00% | 100.00% |
25.10.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 695'427 CHF | 700'427 CHF | 100.00% | 100.00% |
24.10.2024 | 0.68% | 1.34 CHF | 1.35 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 730'141 CHF | 735'141 CHF | 100.00% | 100.00% |
23.10.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 500'000 | 500'000 | 500'000 | 499'996 | 706'868 CHF | 711'863 CHF | 100.00% | 100.00% |
22.10.2024 | 0.73% | 1.46 CHF | 1.47 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 687'171 CHF | 692'171 CHF | 100.00% | 100.00% |
21.10.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 500'000 | 500'000 | 499'764 | 499'764 | 656'979 CHF | 661'979 CHF | 100.00% | 100.00% |
18.10.2024 | 0.76% | 1.19 CHF | 1.20 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 659'512 CHF | 664'512 CHF | 100.00% | 100.00% |
17.10.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 672'027 CHF | 677'027 CHF | 100.00% | 100.00% |