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 | 1.19% | 0.86 CHF | 0.87 CHF | 1'000'000 | 1'000'000 | 996'793 | 996'793 | 840'018 CHF | 850'018 CHF | 100.00% | 100.00% |
07.10.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 853'875 CHF | 863'875 CHF | 99.76% | 99.76% |
04.10.2024 | 1.21% | 0.86 CHF | 0.87 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 821'356 CHF | 831'356 CHF | 99.72% | 99.72% |
03.10.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 795'959 CHF | 805'959 CHF | 99.54% | 99.54% |
02.10.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 1'000'000 | 1'000'000 | 999'614 | 999'614 | 770'350 CHF | 780'350 CHF | 100.00% | 100.00% |
01.10.2024 | 1.33% | 0.77 CHF | 0.78 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 747'324 CHF | 757'324 CHF | 99.88% | 99.88% |
30.09.2024 | 1.49% | 0.69 CHF | 0.70 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 667'712 CHF | 677'712 CHF | 100.00% | 100.00% |
27.09.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 687'434 CHF | 697'434 CHF | 99.88% | 99.88% |
26.09.2024 | 1.41% | 0.68 CHF | 0.69 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 703'097 CHF | 713'097 CHF | 99.86% | 99.86% |
25.09.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 668'833 CHF | 678'833 CHF | 100.00% | 100.00% |