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 | 5.27% | 0.19 CHF | 0.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 18'490 CHF | 19'490 CHF | 99.65% | 99.65% |
07.10.2024 | 4.99% | 0.20 CHF | 0.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 19'542 CHF | 20'542 CHF | 100.00% | 100.00% |
04.10.2024 | 4.97% | 0.20 CHF | 0.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 19'653 CHF | 20'653 CHF | 100.00% | 100.00% |
03.10.2024 | 5.39% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 250'282 | 250'282 | 45'107 CHF | 47'610 CHF | 90.28% | 100.00% |
02.10.2024 | 5.19% | 0.18 CHF | 0.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 18'795 CHF | 19'795 CHF | 100.00% | 100.00% |
01.10.2024 | 4.26% | 0.23 CHF | 0.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 22'998 CHF | 23'998 CHF | 2.26% | 100.00% |
30.09.2024 | 4.05% | 0.24 CHF | 0.24 CHF | 200'000 | 100'000 | 127'277 | 127'277 | 30'763 CHF | 32'036 CHF | 44.44% | 100.00% |
27.09.2024 | 3.79% | 0.27 CHF | 0.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 25'922 CHF | 26'922 CHF | 93.15% | 93.15% |
26.09.2024 | 4.77% | 0.22 CHF | 0.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 20'591 CHF | 21'591 CHF | 99.53% | 99.53% |
25.09.2024 | 5.27% | 0.17 CHF | 0.18 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 18'521 CHF | 19'521 CHF | 98.78% | 98.78% |