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 | - | 1.16 CHF | 1.03 CHF | 250'000 | 125'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.69% |
04.11.2024 | 0.89% | 1.02 CHF | 1.06 CHF | 250'000 | 250'000 | 249'993 | 250'000 | 279'066 CHF | 281'574 CHF | 95.70% | 100.00% |
01.11.2024 | 0.89% | 1.22 CHF | 1.23 CHF | 750'000 | 750'000 | 750'000 | 749'994 | 841'286 CHF | 848'780 CHF | 99.77% | 99.77% |
31.10.2024 | 1.03% | 0.86 CHF | 0.87 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 732'740 CHF | 740'240 CHF | 99.95% | 99.95% |
30.10.2024 | 0.76% | 1.24 CHF | 1.25 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 989'045 CHF | 996'545 CHF | 98.94% | 98.94% |
29.10.2024 | 0.56% | 1.65 CHF | 1.66 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'329'410 CHF | 1'336'910 CHF | 100.00% | 100.00% |
28.10.2024 | 0.61% | 1.72 CHF | 1.73 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'233'670 CHF | 1'241'170 CHF | 100.00% | 100.00% |
25.10.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 750'000 | 750'000 | 749'995 | 750'000 | 1'219'400 CHF | 1'226'910 CHF | 100.00% | 100.00% |
24.10.2024 | 0.58% | 1.65 CHF | 1.66 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'282'720 CHF | 1'290'220 CHF | 100.00% | 100.00% |
23.10.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'151'650 CHF | 1'159'150 CHF | 100.00% | 100.00% |