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 | 1.37% | 0.94 CHF | 0.96 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'678 CHF | 47'037 CHF | 93.59% | 93.59% |
29.10.2024 | 1.31% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 59'339 | 50'000 | 56'827 CHF | 48'541 CHF | 97.03% | 97.03% |
28.10.2024 | 1.37% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'693 CHF | 45'361 CHF | 94.23% | 94.23% |
25.10.2024 | 1.44% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 64'475 | 50'000 | 53'833 CHF | 42'412 CHF | 95.66% | 95.66% |
24.10.2024 | 1.61% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 49'774 | 56'126 CHF | 40'554 CHF | 97.04% | 97.04% |
23.10.2024 | 1.54% | 0.80 CHF | 0.82 CHF | 70'000 | 50'000 | 69'501 | 50'000 | 56'411 CHF | 41'223 CHF | 100.00% | 100.00% |
22.10.2024 | 1.54% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 68'681 | 50'000 | 56'481 CHF | 41'778 CHF | 99.68% | 99.68% |
21.10.2024 | 1.47% | 0.87 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'134 CHF | 44'932 CHF | 100.00% | 100.00% |
18.10.2024 | 1.34% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'356 CHF | 45'909 CHF | 99.88% | 99.88% |
17.10.2024 | 1.46% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 58'372 | 48'837 | 51'504 CHF | 43'707 CHF | 97.63% | 97.63% |