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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.10.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 384'744 CHF | 130'248 CHF | 99.14% | 99.14% |
23.10.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 750'000 | 250'000 | 722'317 | 240'772 | 431'936 CHF | 146'386 CHF | 99.17% | 99.17% |
22.10.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 750'000 | 250'000 | 747'560 | 249'187 | 443'180 CHF | 150'218 CHF | 97.74% | 97.74% |
21.10.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 399'430 CHF | 135'143 CHF | 99.17% | 99.17% |
18.10.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 396'596 CHF | 134'199 CHF | 99.16% | 99.16% |
17.10.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 411'354 CHF | 139'118 CHF | 99.16% | 99.16% |
16.10.2024 | 1.50% | 0.69 CHF | 0.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 396'883 CHF | 134'294 CHF | 99.16% | 99.16% |
15.10.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 385'503 CHF | 130'501 CHF | 99.16% | 99.16% |
14.10.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 606'435 | 202'145 | 364'647 CHF | 123'570 CHF | 99.17% | 99.17% |
11.10.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 415'538 CHF | 141'013 CHF | 99.17% | 99.17% |