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 |
---|---|---|---|---|---|---|---|---|---|---|---|
09.10.2024 | 1.74% | 0.60 CHF | 0.61 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'713'990 CHF | 1'743'990 CHF | 100.00% | 100.00% |
08.10.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'676'720 CHF | 1'706'720 CHF | 100.00% | 100.00% |
07.10.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'698'630 CHF | 1'728'630 CHF | 100.00% | 100.00% |
04.10.2024 | 1.79% | 0.58 CHF | 0.59 CHF | 3'000'000 | 3'000'000 | 2'975'610 | 2'975'610 | 1'685'630 CHF | 1'715'550 CHF | 99.80% | 99.80% |
03.10.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'681'310 CHF | 1'711'310 CHF | 99.32% | 99.32% |
02.10.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 3'000'000 | 3'000'000 | 2'999'960 | 2'999'960 | 1'741'940 CHF | 1'771'940 CHF | 98.77% | 98.77% |
01.10.2024 | 1.59% | 0.58 CHF | 0.59 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'869'610 CHF | 1'899'610 CHF | 99.99% | 99.99% |
30.09.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'878'700 CHF | 1'908'700 CHF | 99.52% | 99.52% |
27.09.2024 | 1.57% | 0.65 CHF | 0.66 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'897'380 CHF | 1'927'380 CHF | 100.00% | 100.00% |
26.09.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'780'220 CHF | 1'810'220 CHF | 100.00% | 100.00% |