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 | 0.54% | 1.81 CHF | 1.82 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 92'293 CHF | 92'789 CHF | 100.00% | 100.00% |
08.10.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 95'590 CHF | 96'086 CHF | 100.00% | 100.00% |
07.10.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 94'590 CHF | 95'086 CHF | 100.00% | 100.00% |
04.10.2024 | 0.53% | 1.89 CHF | 1.86 CHF | 50'000 | 50'000 | 90'799 | 49'995 | 171'703 CHF | 95'083 CHF | 6.84% | 100.00% |
03.10.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 50'000 | 50'000 | 49'840 | 49'531 | 94'240 CHF | 94'170 CHF | 100.00% | 100.00% |
02.10.2024 | - | 1.85 CHF | 1.77 CHF | 50'000 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
01.10.2024 | 0.56% | 1.89 CHF | 1.75 CHF | 50'000 | 50'000 | 49'401 | 49'401 | 88'509 CHF | 89'004 CHF | 78.26% | 100.00% |
30.09.2024 | - | 1.92 CHF | 1.89 CHF | 50'000 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
27.09.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 94'531 CHF | 95'026 CHF | 100.00% | 100.00% |
26.09.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 97'190 CHF | 97'685 CHF | 100.00% | 100.00% |