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 | 1.19% | 0.95 CHF | 0.83 CHF | 250'000 | 250'000 | 250'000 | 249'993 | 209'623 CHF | 212'117 CHF | 13.14% | 99.69% |
04.11.2024 | 1.10% | 0.80 CHF | 0.81 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 226'834 CHF | 229'334 CHF | 100.00% | 100.00% |
01.11.2024 | 1.15% | 1.01 CHF | 1.02 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 655'756 CHF | 663'256 CHF | 99.77% | 99.77% |
31.10.2024 | 1.38% | 0.62 CHF | 0.63 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 551'304 CHF | 558'804 CHF | 99.95% | 99.95% |
30.10.2024 | 0.94% | 0.99 CHF | 1.00 CHF | 750'000 | 750'000 | 750'000 | 749'997 | 803'743 CHF | 811'241 CHF | 98.94% | 98.94% |
29.10.2024 | 0.66% | 1.40 CHF | 1.41 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'143'280 CHF | 1'150'780 CHF | 100.00% | 100.00% |
28.10.2024 | 0.72% | 1.48 CHF | 1.49 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'047'700 CHF | 1'055'200 CHF | 100.00% | 100.00% |
25.10.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'034'080 CHF | 1'041'580 CHF | 100.00% | 100.00% |
24.10.2024 | 0.68% | 1.40 CHF | 1.41 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'097'170 CHF | 1'104'670 CHF | 100.00% | 100.00% |
23.10.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 967'002 CHF | 974'502 CHF | 100.00% | 100.00% |