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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.10.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 400'657 CHF | 81'131 CHF | 99.27% | 99.27% |
01.10.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 380'378 CHF | 77'076 CHF | 99.27% | 99.27% |
30.09.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 406'369 CHF | 82'274 CHF | 97.27% | 97.27% |
27.09.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 415'764 CHF | 84'153 CHF | 99.27% | 99.27% |
26.09.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 433'815 CHF | 87'763 CHF | 98.83% | 98.83% |
25.09.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 473'547 CHF | 95'709 CHF | 99.27% | 99.27% |
24.09.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 465'606 CHF | 94'121 CHF | 99.27% | 99.27% |
23.09.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 470'452 CHF | 95'090 CHF | 99.27% | 99.27% |
20.09.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 481'186 CHF | 97'237 CHF | 99.27% | 99.27% |
19.09.2024 | 1.01% | 0.95 CHF | 0.96 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 491'682 CHF | 99'337 CHF | 99.25% | 99.25% |