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 | 0.50% | 3.21 CHF | 3.22 CHF | 30'000 | 30'000 | 23'478 | 20'216 | 76'804 CHF | 66'287 CHF | 97.27% | 97.27% |
29.10.2024 | 0.62% | 3.17 CHF | 3.18 CHF | 30'000 | 30'000 | 21'347 | 17'020 | 64'427 CHF | 51'709 CHF | 75.83% | 75.83% |
28.10.2024 | 0.56% | 3.06 CHF | 3.07 CHF | 30'000 | 30'000 | 22'173 | 18'260 | 70'296 CHF | 58'046 CHF | 99.69% | 99.69% |
25.10.2024 | 0.61% | 3.23 CHF | 3.24 CHF | 30'000 | 30'000 | 22'103 | 18'155 | 66'167 CHF | 54'975 CHF | 97.82% | 97.82% |
24.10.2024 | 0.63% | 2.81 CHF | 2.82 CHF | 30'000 | 30'000 | 22'167 | 18'250 | 62'529 CHF | 51'713 CHF | 99.98% | 99.98% |
23.10.2024 | 0.60% | 2.78 CHF | 2.79 CHF | 30'000 | 30'000 | 22'178 | 18'267 | 65'199 CHF | 53'891 CHF | 99.47% | 99.47% |
22.10.2024 | 0.62% | 2.96 CHF | 2.97 CHF | 30'000 | 30'000 | 22'175 | 18'262 | 64'371 CHF | 53'406 CHF | 99.63% | 99.63% |
21.10.2024 | 0.61% | 2.84 CHF | 2.85 CHF | 30'000 | 30'000 | 22'167 | 18'251 | 64'419 CHF | 53'417 CHF | 99.98% | 99.98% |
18.10.2024 | 0.60% | 3.00 CHF | 3.01 CHF | 30'000 | 30'000 | 22'167 | 18'250 | 65'914 CHF | 54'601 CHF | 100.00% | 100.00% |
17.10.2024 | 0.59% | 2.97 CHF | 2.98 CHF | 30'000 | 30'000 | 22'135 | 18'203 | 66'819 CHF | 55'143 CHF | 97.51% | 97.51% |