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% | 0.78 CHF | 0.79 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 197'313 CHF | 79'925 CHF | 99.16% | 99.16% |
08.10.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 202'570 CHF | 82'028 CHF | 97.83% | 97.83% |
07.10.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 199'488 CHF | 80'795 CHF | 99.17% | 99.17% |
04.10.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 199'517 CHF | 80'807 CHF | 99.13% | 99.13% |
03.10.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 203'387 CHF | 82'355 CHF | 99.13% | 99.13% |
02.10.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 202'158 CHF | 81'863 CHF | 99.16% | 99.16% |
01.10.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 197'229 CHF | 79'892 CHF | 99.16% | 99.16% |
30.09.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 189'551 CHF | 76'821 CHF | 99.16% | 99.16% |
27.09.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 184'981 CHF | 74'993 CHF | 99.17% | 99.17% |
26.09.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 197'972 CHF | 80'189 CHF | 98.61% | 98.61% |