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 | 1.24% | 1.15 CHF | 1.16 CHF | 174'000 | 174'000 | 94'433 | 94'394 | 108'295 CHF | 109'376 CHF | 100.00% | 100.00% |
29.10.2024 | 1.13% | 1.20 CHF | 1.21 CHF | 172'000 | 172'000 | 91'848 | 91'848 | 113'542 CHF | 114'635 CHF | 99.75% | 99.75% |
28.10.2024 | 1.21% | 1.21 CHF | 1.22 CHF | 172'000 | 172'000 | 93'688 | 92'563 | 111'211 CHF | 111'024 CHF | 99.89% | 99.89% |
25.10.2024 | 1.37% | 1.11 CHF | 1.12 CHF | 176'000 | 176'000 | 78'647 | 78'647 | 88'129 CHF | 89'149 CHF | 100.00% | 100.00% |
24.10.2024 | 1.47% | 1.02 CHF | 1.03 CHF | 180'000 | 180'000 | 80'301 | 80'301 | 83'539 CHF | 84'580 CHF | 100.00% | 100.00% |
23.10.2024 | 1.28% | 1.13 CHF | 1.14 CHF | 176'000 | 176'000 | 77'446 | 77'446 | 91'573 CHF | 92'576 CHF | 100.00% | 100.00% |
22.10.2024 | 1.29% | 1.25 CHF | 1.26 CHF | 172'000 | 172'000 | 77'338 | 77'338 | 94'100 CHF | 95'107 CHF | 99.90% | 99.90% |
21.10.2024 | 1.27% | 1.22 CHF | 1.23 CHF | 172'000 | 172'000 | 77'028 | 77'028 | 93'987 CHF | 94'987 CHF | 100.00% | 100.00% |
18.10.2024 | 1.16% | 1.31 CHF | 1.32 CHF | 170'000 | 170'000 | 75'486 | 75'335 | 99'555 CHF | 100'323 CHF | 99.89% | 99.89% |
17.10.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 174'000 | 174'000 | 77'099 | 77'099 | 94'745 CHF | 95'517 CHF | 100.00% | 100.00% |