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 | 1.97% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'168 CHF | 44'337 CHF | 100.00% | 100.00% |
08.10.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'561 | 75'000 | 52'757 CHF | 44'463 CHF | 100.00% | 100.00% |
07.10.2024 | 2.03% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 99'758 | 75'000 | 53'184 CHF | 40'810 CHF | 100.00% | 100.00% |
04.10.2024 | 2.10% | 0.51 CHF | 0.53 CHF | 100'000 | 75'000 | 101'536 | 75'000 | 52'110 CHF | 39'347 CHF | 87.67% | 87.67% |
03.10.2024 | 2.67% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 130'158 | 75'000 | 51'395 CHF | 30'992 CHF | 92.16% | 92.16% |
02.10.2024 | 3.88% | 0.28 CHF | 0.29 CHF | 153'584 | 75'000 | 152'968 | 75'000 | 41'484 CHF | 21'137 CHF | 100.00% | 100.00% |
01.10.2024 | 6.34% | 0.28 CHF | 0.29 CHF | 152'901 | 75'000 | 150'326 | 75'000 | 27'513 CHF | 14'559 CHF | 99.93% | 99.93% |
30.09.2024 | 4.64% | 0.21 CHF | 0.22 CHF | 150'722 | 75'000 | 150'917 | 75'000 | 34'200 CHF | 17'783 CHF | 100.00% | 100.00% |
27.09.2024 | 5.64% | 0.18 CHF | 0.19 CHF | 149'529 | 75'000 | 150'097 | 75'000 | 29'308 CHF | 15'487 CHF | 100.00% | 100.00% |
26.09.2024 | 5.00% | 0.24 CHF | 0.25 CHF | 152'018 | 75'000 | 152'149 | 73'346 | 36'515 CHF | 18'506 CHF | 98.17% | 98.17% |