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 | 4.55% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 322'524 CHF | 337'524 CHF | 99.47% | 99.47% |
08.10.2024 | 4.35% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 337'393 CHF | 352'393 CHF | 100.00% | 100.00% |
07.10.2024 | 4.45% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 329'822 CHF | 344'822 CHF | 99.26% | 99.26% |
04.10.2024 | 4.17% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 353'502 CHF | 368'502 CHF | 100.00% | 100.00% |
03.10.2024 | 3.94% | 0.12 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 372'963 CHF | 387'963 CHF | 99.99% | 99.99% |
02.10.2024 | 3.79% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 2'999'320 | 2'999'320 | 388'494 CHF | 403'494 CHF | 100.00% | 100.00% |
01.10.2024 | 3.59% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 2'929'910 | 2'929'910 | 400'707 CHF | 415'356 CHF | 100.00% | 100.00% |
30.09.2024 | 3.02% | 0.16 CHF | 0.16 CHF | 2'883'200 | 2'883'200 | 2'953'080 | 2'953'080 | 481'818 CHF | 496'584 CHF | 100.00% | 100.00% |
27.09.2024 | 3.11% | 0.16 CHF | 0.17 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 475'250 CHF | 490'250 CHF | 100.00% | 100.00% |
26.09.2024 | 3.17% | 0.16 CHF | 0.17 CHF | 3'000'000 | 3'000'000 | 2'919'770 | 2'919'770 | 454'011 CHF | 468'610 CHF | 100.00% | 100.00% |