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 | 1.99% | 0.53 CHF | 0.54 CHF | 500'000 | 500'000 | 499'980 | 500'000 | 250'618 CHF | 255'628 CHF | 99.58% | 99.58% |
23.10.2024 | 2.64% | 0.56 CHF | 0.57 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 190'278 CHF | 195'280 CHF | 94.71% | 100.00% |
22.10.2024 | 2.41% | 0.35 CHF | 0.36 CHF | 500'000 | 500'000 | 500'000 | 499'995 | 208'915 CHF | 213'913 CHF | 100.00% | 100.00% |
21.10.2024 | 2.35% | 0.48 CHF | 0.49 CHF | 500'000 | 500'000 | 500'000 | 499'831 | 215'180 CHF | 220'106 CHF | 100.00% | 100.00% |
18.10.2024 | 2.56% | 0.33 CHF | 0.34 CHF | 500'000 | 500'000 | 500'000 | 499'996 | 194'830 CHF | 199'828 CHF | 100.00% | 100.00% |
17.10.2024 | 2.77% | 0.42 CHF | 0.43 CHF | 500'000 | 500'000 | 500'000 | 499'999 | 184'475 CHF | 189'475 CHF | 95.16% | 100.00% |
16.10.2024 | 1.75% | 0.63 CHF | 0.64 CHF | 500'000 | 500'000 | 499'998 | 499'981 | 285'420 CHF | 290'411 CHF | 100.00% | 100.00% |
15.10.2024 | 2.63% | 0.46 CHF | 0.47 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 206'256 CHF | 211'258 CHF | 13.24% | 100.00% |
14.10.2024 | 2.88% | 0.25 CHF | 0.26 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 177'730 CHF | 182'733 CHF | 62.32% | 100.00% |
11.10.2024 | 1.90% | 0.44 CHF | 0.45 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 263'195 CHF | 268'195 CHF | 100.00% | 100.00% |