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 | 2.53% | 0.20 CHF | 0.20 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 585'868 CHF | 600'868 CHF | 100.00% | 100.00% |
07.10.2024 | 2.56% | 0.19 CHF | 0.20 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 578'406 CHF | 593'406 CHF | 100.00% | 100.00% |
04.10.2024 | 2.61% | 0.19 CHF | 0.20 CHF | 3'000'000 | 3'000'000 | 2'975'680 | 2'975'680 | 575'287 CHF | 590'247 CHF | 99.80% | 99.80% |
03.10.2024 | 2.54% | 0.20 CHF | 0.20 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 582'451 CHF | 597'451 CHF | 99.32% | 99.32% |
02.10.2024 | 2.61% | 0.19 CHF | 0.20 CHF | 3'000'000 | 3'000'000 | 2'999'960 | 2'999'960 | 566'506 CHF | 581'506 CHF | 98.77% | 98.77% |
01.10.2024 | 2.72% | 0.19 CHF | 0.20 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 543'614 CHF | 558'614 CHF | 99.99% | 99.99% |
30.09.2024 | 2.71% | 0.18 CHF | 0.19 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 545'115 CHF | 560'115 CHF | 99.53% | 99.53% |
27.09.2024 | 2.72% | 0.18 CHF | 0.18 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 543'664 CHF | 558'664 CHF | 100.00% | 100.00% |
26.09.2024 | 2.59% | 0.19 CHF | 0.20 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 570'801 CHF | 585'801 CHF | 100.00% | 100.00% |
25.09.2024 | 2.46% | 0.20 CHF | 0.21 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 601'330 CHF | 616'330 CHF | 100.00% | 100.00% |