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 | 0.57% | 1.82 CHF | 1.83 CHF | 330'000 | 330'000 | 200'566 | 200'566 | 360'318 CHF | 362'327 CHF | 100.00% | 100.00% |
29.10.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 335'000 | 335'000 | 198'338 | 198'338 | 359'396 CHF | 361'383 CHF | 98.81% | 98.81% |
28.10.2024 | 0.52% | 1.96 CHF | 1.97 CHF | 320'000 | 320'000 | 193'489 | 193'489 | 381'907 CHF | 383'845 CHF | 99.61% | 99.61% |
25.10.2024 | 0.58% | 1.89 CHF | 1.90 CHF | 325'000 | 325'000 | 171'760 | 171'760 | 307'776 CHF | 309'497 CHF | 99.97% | 99.97% |
24.10.2024 | 0.69% | 1.65 CHF | 1.66 CHF | 345'000 | 345'000 | 161'804 | 161'804 | 247'457 CHF | 249'079 CHF | 99.85% | 99.85% |
23.10.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 405'000 | 405'000 | 208'848 | 208'848 | 217'466 CHF | 219'558 CHF | 100.00% | 100.00% |
22.10.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 400'000 | 400'000 | 209'111 | 209'111 | 218'962 CHF | 221'057 CHF | 98.99% | 98.99% |
21.10.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 395'000 | 395'000 | 207'484 | 207'484 | 222'686 CHF | 224'768 CHF | 100.00% | 100.00% |
18.10.2024 | 0.92% | 1.12 CHF | 1.13 CHF | 390'000 | 390'000 | 205'643 | 205'643 | 228'023 CHF | 230'084 CHF | 99.90% | 99.90% |
17.10.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 395'000 | 395'000 | 207'022 | 207'022 | 231'461 CHF | 233'536 CHF | 98.43% | 98.43% |