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 | 3.42% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 169'299 | 75'000 | 51'405 CHF | 24'973 CHF | 92.84% | 92.84% |
29.10.2024 | 2.43% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 119'991 | 75'000 | 51'905 CHF | 33'239 CHF | 99.13% | 99.13% |
28.10.2024 | 3.10% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 155'003 | 75'000 | 51'571 CHF | 25'784 CHF | 99.89% | 99.89% |
25.10.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 142'311 | 75'000 | 51'065 CHF | 27'695 CHF | 99.11% | 99.11% |
24.10.2024 | 2.93% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 147'734 | 74'780 | 51'644 CHF | 26'934 CHF | 98.97% | 98.97% |
23.10.2024 | 3.03% | 0.33 CHF | 0.35 CHF | 160'000 | 75'000 | 147'955 | 75'000 | 51'856 CHF | 27'110 CHF | 100.00% | 100.00% |
22.10.2024 | 2.82% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 142'501 | 75'000 | 51'691 CHF | 28'011 CHF | 100.00% | 100.00% |
21.10.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 127'118 | 75'000 | 52'107 CHF | 31'570 CHF | 100.00% | 100.00% |
18.10.2024 | 2.40% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 120'635 | 75'000 | 52'542 CHF | 33'472 CHF | 100.00% | 100.00% |
17.10.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 121'222 | 75'000 | 51'996 CHF | 32'966 CHF | 98.35% | 98.35% |