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 | 5.93% | 0.15 CHF | 0.16 CHF | 150'000 | 150'000 | 136'782 | 136'781 | 22'386 CHF | 23'753 CHF | 99.53% | 99.53% |
29.10.2024 | 5.29% | 0.17 CHF | 0.18 CHF | 125'000 | 125'000 | 125'522 | 125'522 | 23'259 CHF | 24'514 CHF | 100.00% | 100.00% |
28.10.2024 | 5.80% | 0.19 CHF | 0.20 CHF | 125'000 | 125'000 | 145'814 | 145'822 | 24'450 CHF | 25'909 CHF | 100.00% | 100.00% |
25.10.2024 | 6.03% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 322'906 | 322'907 | 51'932 CHF | 55'161 CHF | 100.00% | 100.00% |
24.10.2024 | 5.82% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 308'240 | 308'240 | 51'383 CHF | 54'466 CHF | 97.14% | 97.14% |
23.10.2024 | 5.56% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 299'534 | 299'534 | 52'393 CHF | 55'389 CHF | 100.00% | 100.00% |
22.10.2024 | 4.85% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 254'232 | 254'230 | 51'158 CHF | 53'700 CHF | 98.42% | 98.42% |
21.10.2024 | 4.42% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 240'567 | 240'566 | 53'200 CHF | 55'605 CHF | 99.01% | 99.01% |
18.10.2024 | 4.48% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 247'466 | 247'468 | 54'074 CHF | 56'549 CHF | 100.00% | 100.00% |
17.10.2024 | 5.23% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 277'331 | 277'336 | 51'613 CHF | 54'388 CHF | 99.73% | 99.73% |