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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.10.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 1'000'000 | 1'000'000 | 996'827 | 996'827 | 985'319 CHF | 995'319 CHF | 100.00% | 100.00% |
07.10.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'010 CHF | 1'010'010 CHF | 99.83% | 99.83% |
04.10.2024 | 1.03% | 1.01 CHF | 1.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 967'426 CHF | 977'426 CHF | 99.72% | 99.72% |
03.10.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 941'813 CHF | 951'813 CHF | 99.55% | 99.55% |
02.10.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 1'000'000 | 1'000'000 | 999'614 | 999'614 | 915'548 CHF | 925'548 CHF | 100.00% | 100.00% |
01.10.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 892'158 CHF | 902'158 CHF | 99.88% | 99.88% |
30.09.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 812'405 CHF | 822'405 CHF | 100.00% | 100.00% |
27.09.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 831'487 CHF | 841'487 CHF | 99.88% | 99.88% |
26.09.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 848'162 CHF | 858'162 CHF | 99.86% | 99.86% |
25.09.2024 | 1.22% | 0.84 CHF | 0.85 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 814'505 CHF | 824'505 CHF | 100.00% | 100.00% |