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 | 1.26% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'046 CHF | 80'046 CHF | 99.84% | 99.84% |
08.10.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'103 CHF | 82'103 CHF | 99.64% | 99.64% |
07.10.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'966 CHF | 80'966 CHF | 100.00% | 100.00% |
04.10.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'969 CHF | 80'969 CHF | 100.00% | 100.00% |
03.10.2024 | 1.22% | 0.82 CHF | 0.82 CHF | 100'000 | 200'000 | 229'060 | 229'060 | 185'676 CHF | 187'966 CHF | 63.76% | 100.00% |
02.10.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'992 CHF | 81'992 CHF | 100.00% | 100.00% |
01.10.2024 | 1.29% | 0.80 CHF | 0.78 CHF | 100'000 | 100'000 | 103'199 | 103'199 | 79'463 CHF | 80'495 CHF | 2.35% | 100.00% |
30.09.2024 | 1.32% | 0.76 CHF | 0.76 CHF | 200'000 | 100'000 | 114'777 | 114'777 | 86'539 CHF | 87'687 CHF | 37.93% | 100.00% |
27.09.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'927 CHF | 74'927 CHF | 93.14% | 93.14% |
26.09.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'247 CHF | 80'247 CHF | 99.53% | 99.53% |