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 | 0.95% | 1.07 CHF | 1.08 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 263'092 CHF | 265'592 CHF | 99.52% | 99.52% |
23.10.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 275'445 CHF | 277'945 CHF | 100.00% | 100.00% |
22.10.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 268'784 CHF | 271'284 CHF | 100.00% | 100.00% |
21.10.2024 | 1.05% | 0.98 CHF | 0.99 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 237'469 CHF | 239'969 CHF | 100.00% | 100.00% |
18.10.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 234'025 CHF | 236'525 CHF | 100.00% | 100.00% |
17.10.2024 | 1.02% | 0.94 CHF | 0.95 CHF | 250'000 | 250'000 | 250'000 | 249'999 | 244'294 CHF | 246'793 CHF | 100.00% | 100.00% |
16.10.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 266'595 CHF | 269'095 CHF | 100.00% | 100.00% |
15.10.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 249'232 CHF | 251'732 CHF | 100.00% | 100.00% |
14.10.2024 | 0.96% | 1.00 CHF | 1.01 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 259'678 CHF | 262'178 CHF | 100.00% | 100.00% |
11.10.2024 | 0.85% | 1.10 CHF | 1.11 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 280'857 CHF | 283'257 CHF | 100.00% | 100.00% |