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 | 0.35% | 2.97 CHF | 2.98 CHF | 250'000 | 250'000 | 124'201 | 124'201 | 368'421 CHF | 369'668 CHF | 99.67% | 99.67% |
29.10.2024 | 0.34% | 3.06 CHF | 3.07 CHF | 250'000 | 250'000 | 123'622 | 123'622 | 371'605 CHF | 372'846 CHF | 100.00% | 100.00% |
28.10.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 250'000 | 250'000 | 123'695 | 123'695 | 378'184 CHF | 379'426 CHF | 99.88% | 99.88% |
25.10.2024 | 0.34% | 3.15 CHF | 3.16 CHF | 250'000 | 250'000 | 99'168 | 99'168 | 304'724 CHF | 305'720 CHF | 99.21% | 99.21% |
24.10.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 250'000 | 250'000 | 98'795 | 98'795 | 297'466 CHF | 298'458 CHF | 100.00% | 100.00% |
23.10.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 250'000 | 250'000 | 98'778 | 98'778 | 301'990 CHF | 302'983 CHF | 100.00% | 100.00% |
22.10.2024 | 0.33% | 3.12 CHF | 3.13 CHF | 250'000 | 250'000 | 99'044 | 99'044 | 309'853 CHF | 310'848 CHF | 98.55% | 98.55% |
21.10.2024 | 0.35% | 3.01 CHF | 3.02 CHF | 250'000 | 250'000 | 102'975 | 102'975 | 304'572 CHF | 305'607 CHF | 100.00% | 100.00% |
18.10.2024 | 0.37% | 2.88 CHF | 2.89 CHF | 270'000 | 270'000 | 100'218 | 100'218 | 291'518 CHF | 292'526 CHF | 95.10% | 95.10% |
17.10.2024 | 0.35% | 2.97 CHF | 2.98 CHF | 250'000 | 250'000 | 101'335 | 101'255 | 298'921 CHF | 299'704 CHF | 98.87% | 98.87% |