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 |
---|---|---|---|---|---|---|---|---|---|---|---|
05.11.2024 | 0.68% | 1.26 CHF | 1.27 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 730'618 CHF | 735'618 CHF | 99.59% | 99.76% |
04.11.2024 | 0.68% | 1.38 CHF | 1.39 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 733'324 CHF | 738'324 CHF | 100.00% | 100.00% |
01.11.2024 | 0.66% | 1.33 CHF | 1.34 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 754'552 CHF | 759'552 CHF | 98.47% | 98.47% |
31.10.2024 | 0.78% | 1.60 CHF | 1.61 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 650'687 CHF | 655'687 CHF | 100.00% | 100.00% |
30.10.2024 | 1.76% | 0.64 CHF | 0.65 CHF | 500'000 | 500'000 | 499'999 | 499'998 | 285'486 CHF | 290'486 CHF | 100.00% | 100.00% |
29.10.2024 | 1.17% | 0.69 CHF | 0.70 CHF | 500'000 | 500'000 | 499'998 | 500'000 | 426'001 CHF | 431'002 CHF | 100.00% | 100.00% |
28.10.2024 | 1.42% | 0.83 CHF | 0.84 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 352'843 CHF | 357'843 CHF | 99.90% | 99.90% |
25.10.2024 | 1.10% | 0.63 CHF | 0.64 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 467'339 CHF | 472'339 CHF | 100.00% | 100.00% |
24.10.2024 | 0.89% | 1.15 CHF | 1.16 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 558'369 CHF | 563'369 CHF | 99.55% | 99.55% |
23.10.2024 | 1.02% | 1.18 CHF | 1.19 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 489'298 CHF | 494'298 CHF | 100.00% | 100.00% |