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 | 0.61% | 1.43 CHF | 1.44 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 816'592 CHF | 821'592 CHF | 99.58% | 99.58% |
04.11.2024 | 0.61% | 1.55 CHF | 1.56 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 819'840 CHF | 824'840 CHF | 100.00% | 100.00% |
01.11.2024 | 0.59% | 1.50 CHF | 1.51 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 841'765 CHF | 846'765 CHF | 98.48% | 98.48% |
31.10.2024 | 0.69% | 1.78 CHF | 1.79 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 737'687 CHF | 742'687 CHF | 100.00% | 100.00% |
30.10.2024 | 1.34% | 0.82 CHF | 0.83 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 373'191 CHF | 378'191 CHF | 100.00% | 100.00% |
29.10.2024 | 0.97% | 0.87 CHF | 0.88 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 513'611 CHF | 518'611 CHF | 100.00% | 100.00% |
28.10.2024 | 1.14% | 1.01 CHF | 1.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 440'372 CHF | 445'372 CHF | 99.90% | 99.90% |
25.10.2024 | 0.92% | 0.81 CHF | 0.82 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 554'935 CHF | 559'935 CHF | 100.00% | 100.00% |
24.10.2024 | 0.77% | 1.33 CHF | 1.34 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 645'937 CHF | 650'937 CHF | 99.56% | 99.56% |
23.10.2024 | 0.86% | 1.36 CHF | 1.37 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 576'999 CHF | 581'999 CHF | 100.00% | 100.00% |