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 | 2.02% | 0.64 CHF | 0.66 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 190'884 CHF | 97'392 CHF | 99.24% | 99.24% |
29.10.2024 | 1.86% | 0.67 CHF | 0.68 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 208'250 CHF | 106'075 CHF | 98.59% | 98.59% |
28.10.2024 | 1.78% | 0.72 CHF | 0.73 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 216'898 CHF | 110'399 CHF | 96.82% | 96.82% |
25.10.2024 | 1.84% | 0.73 CHF | 0.74 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 209'589 CHF | 106'744 CHF | 99.27% | 99.27% |
24.10.2024 | 1.80% | 0.71 CHF | 0.72 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 214'864 CHF | 109'382 CHF | 99.04% | 99.04% |
23.10.2024 | 1.73% | 0.74 CHF | 0.75 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 223'464 CHF | 113'682 CHF | 99.27% | 99.27% |
22.10.2024 | 1.79% | 0.72 CHF | 0.73 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 215'502 CHF | 109'701 CHF | 97.50% | 97.50% |
21.10.2024 | 1.69% | 0.76 CHF | 0.77 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 229'042 CHF | 116'471 CHF | 99.27% | 99.27% |
18.10.2024 | 1.67% | 0.79 CHF | 0.80 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 231'919 CHF | 117'910 CHF | 99.27% | 99.27% |
17.10.2024 | 1.74% | 0.75 CHF | 0.77 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 221'692 CHF | 112'796 CHF | 99.27% | 99.27% |