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 | 2.82% | 0.34 CHF | 0.35 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 175'354 CHF | 36'071 CHF | 99.27% | 99.27% |
01.10.2024 | 3.20% | 0.32 CHF | 0.33 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 154'985 CHF | 31'997 CHF | 99.26% | 99.26% |
30.09.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 180'832 CHF | 37'166 CHF | 97.27% | 97.27% |
27.09.2024 | 2.59% | 0.37 CHF | 0.38 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 190'317 CHF | 39'064 CHF | 99.27% | 99.27% |
26.09.2024 | 2.37% | 0.40 CHF | 0.41 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 208'462 CHF | 42'692 CHF | 98.82% | 98.82% |
25.09.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 248'032 CHF | 50'607 CHF | 99.27% | 99.27% |
24.09.2024 | 2.06% | 0.49 CHF | 0.50 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 240'070 CHF | 49'014 CHF | 99.27% | 99.27% |
23.09.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 245'109 CHF | 50'022 CHF | 99.27% | 99.27% |
20.09.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 255'385 CHF | 52'077 CHF | 99.27% | 99.27% |
19.09.2024 | 1.87% | 0.49 CHF | 0.50 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 265'966 CHF | 54'193 CHF | 99.25% | 99.25% |