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 | 0.61% | 1.62 CHF | 1.63 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 130'454 CHF | 131'254 CHF | 99.89% | 99.89% |
29.10.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 134'172 CHF | 134'972 CHF | 100.00% | 100.00% |
28.10.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 133'848 CHF | 134'648 CHF | 100.00% | 100.00% |
25.10.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 131'838 CHF | 132'638 CHF | 100.00% | 100.00% |
24.10.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 133'319 CHF | 134'119 CHF | 100.00% | 100.00% |
23.10.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 132'737 CHF | 133'537 CHF | 100.00% | 100.00% |
22.10.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 131'259 CHF | 132'059 CHF | 98.44% | 98.44% |
21.10.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 134'390 CHF | 135'190 CHF | 100.00% | 100.00% |
18.10.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 133'855 CHF | 134'655 CHF | 100.00% | 100.00% |
17.10.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 133'918 CHF | 134'718 CHF | 100.00% | 100.00% |