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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.10.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 1'000'000 | 1'000'000 | 999'611 | 999'611 | 984'549 CHF | 994'549 CHF | 100.00% | 100.00% |
01.10.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 960'621 CHF | 970'621 CHF | 99.88% | 99.88% |
30.09.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 880'836 CHF | 890'836 CHF | 100.00% | 100.00% |
27.09.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 900'796 CHF | 910'796 CHF | 99.88% | 99.88% |
26.09.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 917'744 CHF | 927'744 CHF | 99.86% | 99.86% |
25.09.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 883'578 CHF | 893'578 CHF | 100.00% | 100.00% |
24.09.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 926'831 CHF | 936'831 CHF | 100.00% | 100.00% |
23.09.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 949'286 CHF | 959'286 CHF | 99.09% | 99.09% |
20.09.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 911'904 CHF | 921'904 CHF | 100.00% | 100.00% |
19.09.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 920'556 CHF | 930'556 CHF | 97.81% | 97.81% |