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 | 4.62% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'937 CHF | 55'437 CHF | 99.17% | 99.17% |
29.10.2024 | 4.83% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 50'526 CHF | 53'026 CHF | 99.38% | 99.38% |
28.10.2024 | 4.89% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 254'952 | 254'952 | 50'862 CHF | 53'411 CHF | 99.28% | 99.28% |
25.10.2024 | 5.58% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 299'173 | 299'173 | 52'207 CHF | 55'198 CHF | 99.39% | 99.39% |
24.10.2024 | 5.40% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 297'769 | 297'769 | 53'658 CHF | 56'636 CHF | 95.26% | 95.26% |
23.10.2024 | 4.90% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 251'641 | 251'641 | 50'099 CHF | 52'616 CHF | 99.38% | 99.38% |
22.10.2024 | 4.89% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'034 | 250'034 | 49'905 CHF | 52'406 CHF | 97.99% | 97.99% |
21.10.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 49'981 CHF | 52'481 CHF | 99.26% | 99.26% |
18.10.2024 | 5.11% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 272'776 | 272'776 | 52'023 CHF | 54'751 CHF | 99.37% | 99.37% |
17.10.2024 | 4.87% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 50'099 CHF | 52'599 CHF | 99.24% | 99.24% |