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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'027'800 | 1'027'800 | 1'027'800 | 1'027'800 | 10'278 CHF | 20'556 CHF | 100.00% | 100.00% |
07.10.2024 | 59.60% | 0.01 CHF | 0.02 CHF | 1'052'500 | 1'052'500 | 1'052'200 | 1'052'200 | 12'752 CHF | 23'274 CHF | 100.00% | 100.00% |
04.10.2024 | 62.59% | 0.01 CHF | 0.02 CHF | 1'089'200 | 1'089'200 | 1'083'790 | 1'083'790 | 12'143 CHF | 22'981 CHF | 99.70% | 99.70% |
03.10.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'055'900 | 1'055'900 | 1'055'900 | 1'055'900 | 10'559 CHF | 21'118 CHF | 100.00% | 100.00% |
02.10.2024 | 112.19% | 0.01 CHF | 0.02 CHF | 1'007'800 | 1'007'800 | 564'895 | 564'895 | 5'820 CHF | 20'326 CHF | 100.00% | 100.00% |
01.10.2024 | 54.61% | 0.01 CHF | 0.02 CHF | 826'500 | 826'500 | 811'172 | 811'172 | 11'026 CHF | 19'137 CHF | 99.83% | 99.83% |
30.09.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 693'300 | 693'300 | 691'461 | 691'461 | 10'372 CHF | 17'287 CHF | 100.00% | 100.00% |
27.09.2024 | 42.09% | 0.02 CHF | 0.03 CHF | 827'500 | 827'500 | 829'911 | 829'911 | 15'723 CHF | 24'022 CHF | 100.00% | 100.00% |
26.09.2024 | 50.33% | 0.02 CHF | 0.03 CHF | 1'007'100 | 1'007'100 | 1'020'560 | 1'020'560 | 15'205 CHF | 25'411 CHF | 100.00% | 100.00% |
25.09.2024 | 56.44% | 0.01 CHF | 0.02 CHF | 983'000 | 983'000 | 984'947 | 984'947 | 12'866 CHF | 22'715 CHF | 99.51% | 99.51% |