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 | 1.80% | 0.53 CHF | 0.54 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 33'123 CHF | 33'723 CHF | 99.65% | 99.65% |
07.10.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 31'899 CHF | 32'499 CHF | 100.00% | 100.00% |
04.10.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 29'287 CHF | 29'887 CHF | 100.00% | 100.00% |
03.10.2024 | 2.20% | 0.53 CHF | 0.46 CHF | 60'000 | 60'000 | 120'000 | 120'000 | 54'000 CHF | 55'200 CHF | 0.54% | 100.00% |
02.10.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 28'959 CHF | 29'559 CHF | 100.00% | 100.00% |
01.10.2024 | 2.10% | 0.47 CHF | 0.45 CHF | 60'000 | 60'000 | 102'503 | 102'503 | 48'214 CHF | 49'239 CHF | 7.99% | 100.00% |
30.09.2024 | 1.97% | 0.50 CHF | 0.50 CHF | 60'000 | 120'000 | 109'186 | 109'186 | 54'263 CHF | 55'355 CHF | 59.95% | 100.00% |
27.09.2024 | 1.88% | 0.51 CHF | 0.52 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 31'560 CHF | 32'160 CHF | 97.30% | 97.30% |
26.09.2024 | 1.71% | 0.56 CHF | 0.57 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 34'906 CHF | 35'506 CHF | 99.57% | 99.57% |
25.09.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 42'080 CHF | 42'680 CHF | 99.90% | 99.90% |