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 | 0.27% | 3.88 CHF | 3.89 CHF | 98'000 | 88'000 | 96'434 | 87'190 | 365'819 CHF | 331'606 CHF | 100.00% | 100.00% |
29.10.2024 | 0.29% | 3.61 CHF | 3.62 CHF | 96'000 | 88'000 | 95'002 | 87'184 | 330'511 CHF | 304'176 CHF | 100.00% | 100.00% |
28.10.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 95'000 | 88'000 | 94'519 | 87'188 | 321'567 CHF | 297'479 CHF | 100.00% | 100.00% |
25.10.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 96'000 | 88'000 | 95'106 | 87'189 | 331'499 CHF | 304'775 CHF | 100.00% | 100.00% |
24.10.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 95'000 | 88'000 | 94'148 | 87'184 | 322'554 CHF | 299'566 CHF | 100.00% | 100.00% |
23.10.2024 | 0.29% | 3.55 CHF | 3.56 CHF | 96'000 | 88'000 | 94'818 | 87'131 | 334'292 CHF | 308'051 CHF | 93.61% | 93.61% |
22.10.2024 | 0.29% | 3.51 CHF | 3.52 CHF | 96'000 | 88'000 | 95'024 | 87'187 | 334'919 CHF | 308'164 CHF | 100.00% | 100.00% |
21.10.2024 | 0.31% | 3.32 CHF | 3.33 CHF | 95'000 | 88'000 | 94'084 | 87'184 | 305'531 CHF | 283'994 CHF | 100.00% | 100.00% |
18.10.2024 | 0.31% | 3.17 CHF | 3.18 CHF | 95'000 | 88'000 | 94'110 | 87'183 | 302'584 CHF | 281'185 CHF | 100.00% | 100.00% |
17.10.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 95'000 | 88'000 | 94'211 | 87'190 | 311'859 CHF | 289'443 CHF | 100.00% | 100.00% |