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 | 1.18% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'559 CHF | 85'559 CHF | 99.71% | 99.71% |
01.10.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'130 CHF | 83'130 CHF | 99.71% | 99.71% |
30.09.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'180 CHF | 75'180 CHF | 100.00% | 100.00% |
27.09.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'028 CHF | 77'028 CHF | 97.16% | 97.16% |
26.09.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'610 CHF | 78'610 CHF | 99.56% | 99.56% |
25.09.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'234 CHF | 75'234 CHF | 99.99% | 99.99% |
24.09.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'545 CHF | 79'545 CHF | 99.05% | 99.05% |
23.09.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'675 CHF | 81'675 CHF | 99.84% | 99.84% |
20.09.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'874 CHF | 77'874 CHF | 99.98% | 99.98% |
19.09.2024 | 1.51% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 97'568 | 97'568 | 75'781 CHF | 76'793 CHF | 98.77% | 98.77% |